Except for the worms targeting jailbroken iOS devices or the fact that the jaibroken apps haven't been reviewed by Apple for potential virus and privacy concerns.
Are you talking about the SSH thing? That was because people installed OpenSSH and left the password as "alpine", the default. And the act of jailbreaking itself does not install any apps. Just be careful what apps you install. The emulators I have and Terminal can't really have security holes unless they are deliberate trojans.