Can you please explain what you mean by "consume" web services? Are you just referring to requesting information from websites? Are you trying to interact with sites like Facebook or Flickr, etc.?
If you're just pulling data down to display, you can use a variety of techniques; but if you're trying to access a specific service on the net (like Facebook, Flickr, twitter, Google, etc.) you'll need to look into the API for the services you want to use - some have libraries available for Objective-C, some have XML or JSON communication specifications but no pre-built libraries, etc.