Here's a link for free downloads from chess.com; most are personal collections but there are annotated as well (and since they come from here, less worry about viruses and stuff)
http://www.chess.com/downloads/database+of+games
No personal experience with it but Shredder seems popular for tactics. If you wade through some of these posts I'm sure you'll be able to decide if it's right for you.
http://www.chess.com/forum/search?keyword=Shredder
This search is probably what you need.
http://www.chess.com/forum/search?keyword=Best+iPhone+app
Have fun!
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