By unchecking I presume that you mean you're just checking and unchecking things in the Library section of iTunes? That's not how things sync to an iOS device so it's no going to have any effect.
I'm presuming also that your iPhone is set to automatically manage its music. So when you add new music into iTunes it automatically appears on your iPhone? And this is the heart of your problem, if you now want to say "well I don't want everything on my iPhone" you have to do a little bit more work. By default iTunes will just make the music on your iPhone look like the music that you have in iTunes.
You have two choices.
Firstly you can put the iPhone into Manually managed music mode, instructions for this are are: support.apple.com/kb/ht1535
If you do this then if you want to put music onto your iPhone you will have to actually drag it from your Library and onto the iPhone when it's connected. And if you want to delete music from your iPhone you have to go into the iPhone under devices, view the music and delete it from there.
The other option is to leave the iPhone automatically syncing its music but to take a bit more control over exactly what you sync. Connect the iPhone and click on it under devices. Move to the Music options, make sure that "Sync Music" is selected and then choose "Selected playlists, albums and genres". You can then choose what you want to go over.
A handy way to do this would be to make a new Playlist called something like "Lostinwales' iPhone" in iTunes. Then copy into that all the music you do want on your iPhone. And then under that music options bit just select the new playlist that you've made.
This way when you add new music into iTunes just add it into that Playlist, and if you want something taken off of the iPhone just remove it from the Playlist. That should be really pretty easy to manage.