Do I really need an iPhone 4?
The iPhone (apart from the obvious phone/messaging features), will give you an ultra-portable computing device to carry around with you when you are not near your iMac or don't want to open the Macbook Pro.  

This will give you the ability to check your emails, browse websites, listen to music, watch podcasts and even record and edit videos.  You will also be able to read books and take part in the eco-system of hundreds of thousands of 3rd party applications that available on the Apple App Store.

Best of all, because all your devices are from Apple, you benefit from not only knowing how most of these items work and are configured, but the huge benefit of interoperability.  You most probably have your music in iTunes already, so you're music can be synced with your new iPhone.  Your web bookmarks are probably already in Safari, so can be synced with Safari on the iPhone.