I'm surprised nobody has answered this correctly.
The solution is to open iTunes, click on your iPhone, go to the Photos tab, then Sync Photos for the folder that contains the photo and video subfolders you want to sync. Each subfolder will then be sync'ed to your iphone UNDERNEATH the Camera Roll as new Albums, and these are treated seperately than the Camera Roll and will always remain synced.
Furthermore, apps that can access the Camera Roll almost always can also access Synced Albums, so this should really work well for you. I keep a whole bunch of old photos and videos on my iPhone at all times using this method and it works great.
As a bonus, unlike the Camera Roll, these Synced Albums don't get backed up in iTunes, so it won't slow down your Backup like a growing Camera Roll will.
Indeed, you should use QuickTime rather than iMovie: iMovie will import (and therefore usually encode) the movie, but will also force you to export, as you have noted.
The main interest of using QuickTime is to use its editing features.
Assuming you're using QuickTime X (Snow Leopard / Lion), open your movie file, and hit ⌘T (or Edit > Trim). The timeline will morph into a yellow double-ended scrollbar so that you can trim the sequence.
Adjust it to fit the sequence you want, and validate the trimming with a click on the Trim yellow button. You can then simply save the file (⌘S), without the need for an export that will necessarily reduce quality.
Update seeing that you need to remove parts of the video.
You'll need the more advanced editing features of QuickTime 7. To install it on Snow Leopard or Lion, refer to Installing QuickTime Player 7 on Mac OS X v10.6 or Later on Apple's KB.
You'll then be able to open your video with QT7, select parts of your video with I (set input point) and O (set output point), and delete the part with a stroke of ⌫. Then, simply save the file, as said earlier.
You might need a license key for QT7, though (I don't remember if the latest versions of the OS need them or activate the Pro features for free).
Best Answer
You need to convert them first.
I recommend using Handbrake application for this. It is free and solid.