I'm not an expert on this field, but this is what my intuition tells me, both from a technical and from a more subjective point of view.
From a technical point of view, in order to preserve quality, you should start by authoring your audio files as loud as possible but making sure not to exceed a certain volume threshold which would induce clipping on the sound's waveform. Most audio software lets you monitor the levels of your file and detect if there's any clipping taking place.
For instance, in Audacity, you can keep an eye on the Meter Toolbar to make sure your file's within an acceptable volume range. Here's what the toolbar looks like, and read the link above for more information. Basically, the meter should never exceed the scale throughout the duration of the file.
You can use effects like Normalize or Amplify in Audacity to make all of your audio files have the same peak volume without clipping them (in fact by default it normalizes the maximum amplitude to -3dB instead of 0dB, which is probably a good idea too).
Then there's a more subjective point of view which is, some sound effects are by nature more aggressive to the ears and should probably be toned down a bit. This depends mostly in the very nature of the sound, so I'm not aware of any existing procedure to automate this correction.
Therefore my suggestion would be to use your ears. In particular, author your audio files using headphones, and preferably on your iPhone and try to adjust the volume levels on your audio files manually so that they are as loud as possible without getting to the point that they "pierce" your ears.
Possibly ask a few other people around you for opinion too, as different people might have different sensibilities.