Is it possible to connect to a non-Apple phone through Bluetooth through my iPhone?
Can my iPhone 4 connect to a non-iPhone via Bluetooth?
you can bluetooth from one iPhone 4 to another iPhone, ipod, ipad! - but that is the only combination that works for mobiles, I think.
There is an app called ibluetooth, check it out. It will work only with jailborken phones.
You may read more about the iBluetooth application here, http://www.iphonehacks.com/2009/01/ibluetooth-video-demo-indicates-bluetooth-file-transfer-coming-soon-to-the-iphone.html
Bluetooth is a standard therefor you are able to connect any device using the same standard to one another.
The more important question is what you expect this connection to do ~ to be able to do via the connection. Without jailbreaking the iPhones bluetooth connection is pretty much limited to certified devices e.g. headsets, hands-free car stereo or bluetooth speakers.