I have no doubt that the military has more than one device they keep hidden up their sleeves that will take care of a small scale attack. My concern isn't with the military, but with the politicians.
Suppose that Iran was stupid enough to launch a missile this way, and we destroyed it before it could do any damage. Then what? We'd probably launch conventional weapons to destroy their launch facilities and weapons staging depots leaving some big holes in the desert but otherwise leaving the leadership intact. We're spread too thin to mount a full scale invasion right now, and the liberals would whine about holes in the ground being "good enough".
So, what would that type of response tell any other despot who has a nuke or two? That's why we need a standard response to a nuclear threat that would replace the MAD concept.
Smart bunker buster bombs can go after the leadership as well. Not many "leaders" are as good at moving around as Saddam, nor do many of them have so many places to hide.