One of the best features of the iPhone is it's auto-correct for typing. This feature is particularly useful for text messaging, and typically does a great job. However, there are situations in which auto-correct is a pain.
For example, if you're trying to type in a different language, turning off auto-correct would be easier than pressing the little "X" above each word, each time. If you're so confident in your typing that auto-correct is nothing but a nuisance to you, here's how you turn it off:
1. Go to Settings
2. Go to General
3. Go to Keyboard
As you can see, you can toggle Auto-Correction on/off. You can also disable auto-capitalization, enable caps lock, disable the "." shortcut, or change the number of international keyboards.
(The "." shortcut refers to double tapping the space bar to insert a period followed by a space.)