Until now, Push Gmail on the iPhone was only possible through 3rd party apps like the super-simple GPush app.
If you're an iPhone or iPod Touch user you'll need iPhone OS 3.0 as that's the first version of the OS to support push notification from 3rd party apps.
Hope over to m.google.com/sync for the instructions. The only problem for iPhone users is that if you've already got one Exchange account set up (probably a work one), you may not be able to add Push Gmail as a second account.
Let us know how you get on with Google Sync and take a look at our smartphone top 10 to get the low down on the best pocket emailers.