Why is my iPhone 4S running iOS 5 not showing in iTunes sidebar when using WiFi sync?
I had this problem with an iPad. I did the initial setup over USB, enabled Wi-Fi sync, but then when I removed the iPad, it disappeared from the iTunes sidebar, but my iPhone didn't have that problem.

Turned out that I had been disconnecting the USB end of the cable from my Mac first; disconnecting the dock connector end from the iPad (then removing the USB end) made it stay in the sidebar. Completely bonkers, really doesn't seem like it should be that way (or even that iTunes could discern what was disconnected when), but that's what fixed it for me.