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It's certainly possible to develop on a Windows machine, in fact, my first application was exclusively developed on the old Dell Precision I had at the time :)
There are three routes;
The first route requires modifying (or using a pre-modified) image of Leopard that can be installed on a regular PC. This is not as hard as you would think, although your success/effort ratio will depend upon how closely the hardware in your PC matches that in Mac hardware - e.g. if you're running a Core 2 Duo on an Intel Motherboard, with an NVidia graphics card you are laughing. If you're running an AMD machine or something without SSE3 it gets a little more involved.
If you purchase (or already own) a version of Leopard then this is a gray area since the Leopard EULA states you may only run it on an "Apple Labeled" machine. As many point out if you stick an Apple sticker on your PC you're probably covered.
The second option is more costly. The EULA for the workstation version of Leopard prevents it from being run under emulation and as a result, there's no support in VMWare for this. Leopard server, however, CAN be run under emulation and can be used for desktop purposes. Leopard server and VMWare are expensive, however.
If you're interested in option 1) I would suggest starting at Insanelymac and reading the OSx86 sections.
I do think you should consider whether the time you will invest is going to be worth the money you will save though. It was for me because I enjoy tinkering with this type of stuff and I started during the early iPhone betas, months before their App Store became available.
Alternatively, you could pick up a low-spec Mac Mini from eBay. You don't need much horsepower to run the SDK and you can always sell it on later if you decide to stop development or buy a better Mac.
Update: You cannot create a Mac OS X Client virtual machine for OS X 10.6 and earlier. Apple does not allow these Client OSes to be virtualized. With Mac OS X 10.7 (Lion) onwards, Apple has changed its licensing agreement in regards to virtualization. Source: VMWare KnowledgeBase
Xamarin is a solid choice. It was purchased by Microsoft and is now built directly into Visual Studio. You code in C#. With all the updates and features they are adding, you can do everything but submit to the App Store from Windows, even compile, build and deploy to an iOS device.
For games, Unity 3D is a great option. The editor is free to use for development, and even for distribution (if you have less than 100K USD in annual revenue). Unity supports iOS, Android and most other platforms. It may be possible to use Unity's "Cloud Build" feature to avoid having to use a Mac for deployment, although by default Unity actually spits out an Xcode project when building for iOS.
Other options:
PhoneGap (html/javascript) also works. It isn't quite as nice for gaming, but it's pretty decent for regular GUI applications.
Flutter (dart) is a free cross platform mobile app development framework from Google. Write your code in Dart.
React Native (javascript) is another popular cross-platform framework created by Facebook.
Note that: for all of these options, all or most of the development can be done on Windows, but a MacOS device is still required to build a binary for submission to the App Store. One option is to get a cheap MAC Mini to do your final build.
If you have a jailbroken iPhone, you can install the iphone-gcc toolchain onto the iPhone through Cydia and that way you can just compilie the apps on the iPhone. Apps that are developed this way can still be submitted to the App Store.
And although Mr Valdez said it is a grey area (which it is), jailbreaking is incredibly easy and pretty much risk free. Yes, it voids your warrenty but you can just do a restore and they will never know.
Most of "so called Windows solutions for iOS development without Mac" require Mac at the end just to sign and send to app store. I checked a few, not all though (who has the time?)
At the end it's just too much trouble to learn "their super special easy way to program iOS without Objective-C", they have lots of bugs. Really the goal they are setting is unachievable in my view.
Also a lot of time they make you use Objective-C equivalent statements simply in another language. They kind of look the same but there are always subtle differences that you have to learn on top of obj-c. Which also makes even less sense, because now instead of learning less you have to learn more. So where is the gain? Also they cost a lot, because they are very hard to develop.
Many lack any debugging abilities whatsoever.
In my honest opinion, if you are a hard-core iOS developer then for sure buy the best Mac and learn objective-c. It's expensive and takes time, but if it's your path, it's worth it.
For an occasional use, it's just easier to rent a remote Mac service, like XCodeClub.com
The SDK is only available on OS X, forcing you to use a mac. If you don't want to purchase a mac you can either run OS X on a virtual machine on your windows box, or you can install OS X on your PC.
In my experience the virtual machine solution is unusably slow (on a core2 duo laptop with 2G ram). If you feel like trying it search for the torrent. It's probably not worthwhile.
The other option is to install OS X on your PC, commonly referred to as a hackintosh. Hackintoshes work quite well - my friend just sold his mac because his Dell quad core hackintosh was actually much faster than the apple hardware (and cost about 1/3). You can find lots of articles on how to do this; here's one on how to install on a Dell Inspirion 1525 laptop: hackbook pro tutorial
Of course both of these options are likely counter to some licensing scheme, so proceed at your own risk.
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