A stock iPhone (non-jailbroken)? There hasn't been any widespread security hole since the early days of jailbreaking via PNG. iOS6 fixed a couple hundred security issues, almost all in webkit (those end up in Android & BB as well).
Blackberry 7 has been considered the most secure, but it's a huge step backwards from Android. We don't know about BB10 yet.
With physical access to the device. There still isn't an untethered jailbreak for iOS6. And even after a jailbreak, your data remains encrypted.
Jailbreak software uses 0-day attacks found by a small group of very skilled researchers/developers, which end up fixed in the next release. The same way you can root android.
Blackberry 7 has been considered the most secure, but it's a huge step backwards from Android. We don't know about BB10 yet.