This Cydia tweak adds more functions to the dull lock screen of Apple's iDevices.
Then from the lock screen simply tap on the app icon you want to launch directly from the lock screen. i find this tweak very convenient and hassle-free.
Lock Launcher runs on iOS 4.2and up and is provided by BigBoss repository for $1.
Of course,you have to jailbreak your iDevice to get this tweak working.