When security is always improving, it is a very funny thing to see that jailbreaking is just getting easier. It won't be a problem at all if you have an iOS device but you want to run something that Apple won't approve to the App Store. A few times ago, you have to hook your device to computer and clicking some button to jailbreak it. But now, it is getting easier with jailbreakme.com.
It is just as easy as unlocking your gadget, open Safari browser, type “jailbreakme.com”, and push a button. Ridiculous right? But I admit that it is something very useful. For example, your operator might remove the tethering ability in order to make you pay them to use it. But after your device was jailbroken, you will be able to use it.
Actually, jailbreaking was something very important in the early days of iOS devices, when App Store is the only way to have a third party app on your gadget. But as there are a lot of app available on many web, the importance is decreasing. But it is still good to show off to your friends that your iOS device can do something that theirs can't do.