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"Gas" is simply air (actually almost pure nitrogen) that has been swallowed and has not been burped up. Everyone swallows air; babies seem to swallow the most and have the most trouble with cramps triggered by the gas as it passes through the intestinal tract. Some points about gas:
1) Iron in formula does not cause gas. Period. Ask anyone who tells you that to point it out in a journal article or standard pediatric text. We do know that formulas without iron aren't healthy for the long run and shouldn't be used.
2) Switching to soy formula to cure gas is often done but doesn't make much sense if the problem is indeed swallowed air. (Pediatric gastroenterologists who suspect milk allergy generally switch to Alimentum® or Nutramigen®, which are truly hypoallergenic.) The symptoms of lactose intolerance in older individuals are somewhat similar, and this condition is sometimes diagnosed in newborns, but it is probably a lot more rare than commonly believed. (At any rate, soy formula is made without lactose and should cure true lactose intolerance.)
3) Simethicone drops have a following among lay people and a lot of doctors but the scientific studies have been very disappointing. In other words, for maybe $12 a bottle they don't do anything. I personally find them rarely beneficial.
4) Your baby may not have gas at all, but may have heartburn, known technically as gastroesophageal reflux and reflux esophagitis. Symptoms of this are pulling away from the bottle during the feeding, arching the back and squirming uncomfortably. This is the true cause of a lot of crying previously written off as "colic." It is treatable with acid blockers (Zantac®, Tagamet®) and intestimal motility drugs like Propulsid®. This is something to consider if the other things have been ruled out or if your baby exhibits these behaviors. If your doctor is unfamniliar with this diagnosis, see a pediatric gastroenterologist. They can be hard to find outside of larger cities but are worth the drive.
5) If the baby is truly passing a lot of gas, not just being fussy and the fussiness called gas - then we must remember that the ONLY thing that causes gas in a baby (or anybody) is swallowed air that didn't get burped up. Period. Now if that's the case, here's what you must do first to make sure this isn't one of the simple things to fix: