There are a couple of very good reasons I jailbreak mine (maybe more iphone specific):
1) A custom "hosts" file to stop ads from loading while browsing
2) Openssl (I keep my passwords stored in an encrypted file)
3) Using my iphone as a way to connect my laptop to the net. With an unlimited data plan its pretty useful.
4) Backgrounder. I use it to run last fm or pandora to run in the background, so I can browse and listen to music at the same time.
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