Amazon terms of use of their software is described here:
http://www.amazon.com/gp/help/custom...B08637AAB6F586
"You may not, and you will not encourage, assist or authorize any other person to copy,
modify, reverse engineer, decompile or disassemble, or otherwise tamper with, the Amazon Software, whether in whole or in part, or create any derivative works from or of the Amazon Software."
Of course, Amazon reps may not even be aware of this and may not check any returns for firmware modifications.
However, if jail breaking causes problems, one has still lost time going down this path.
If one knows what they are doing, then fine. If one is in doubt, the best way is to just use the Amazon firmware as is and not do any modifications.
I've owned five Kindles and never did any jail breaking. So far as I am concerned, they work just fine in plain vanilla.
Finally, firmware may be UPDATED in the background and may cause real problems if old versions were jail broken.