You must not have seen any device from Apple with stylus pen support. In fact there aren't any device as such from Apple which comes with stylus pen. Moreover, the founder of the Cupertino-based tech giant Steve Jobs was not very much keen about adding stylus to any of its devices. But looks like the company will soon bring stylus support to its future iPad.
A published report by the U.S. Patent and Trademark Office recently shows that the company has filed an application for a stylus-like device for the Apple iPad. Apple has applied for a patent on "Input device having extendable nib." It is described as a unique stylus with a number of different nib or tip configurations, each having its own properties for drawing on a multitouch surface like an iPad.
These nibs are made of conductive material like metal or mylar, the user can extend the nib's length further away from the stylus' body, or move it closer using various methods including a twist cap. With the nib extended far from the stylus, it can bend while you use it, which would mimic the feel of using a paint brush.
Moreover, the proposed stylus design also boasts on-board sensors for motion detection and a light sensor for sampling real-world colors. Besides a nib or tip, strands can also come out of a single hole in the stylus. The patent also showed lights being transmitted through these strands, which could be one quick way to send data to the iPad.
This advanced kind of stylus would definitely be useful for people in creative or education-related fields, but probably not for the general consumer audience.
You can take a detailed look at the patent here.