Collection itself
As Minesh pointed out indirectly: There is no way using the API of the colletion directly.
The problem is, that magento only implements IteratorAggregate, so the Collection itself doesn't offer what you want.
##The Iterator is an ArrayIterator
The Iterator is an ArrayIterator
public function getIterator()
{
$this->load();
return new ArrayIterator($this->_items);
}