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Hello, I am writing this because I am experiencing some technical problems with my Iphone 4s. It seems to have no volume bar to which I can change my volume with.
My daughter had the same problem. Her's totally disappeared. I found where someone told me to try putting in the earbuds and making sure they worked fine. Then I plugged them in and removed them a couple of times and the problem was fixed. She has not had any problems since. Hope this works for you.
I have had the same issue before and have found that it can be the headphone jack, as sw3019 suggest, or the dock connector. Plugging in the headphones may help (note: you may have to do this several times), as Apple has even suggested this in a tip sheet
http://support.apple.com/kb/TS1205.
Also cleaning the dock connector with a very soft pipe cleaner or something similar. If dirt gets in the dock connector it may think the dock is connected to a source and not play out of the speaker, only the headphones. I know this can be very annoying.
Hope this helps.

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