My experience is that it's very hit-or-miss as to what actually works as a background process and for how long. Even if you jailbreak the phone, install Backgrounder and force an app to stay running (and it does actually run like that), the system will still blow it away if it needs memory for something else rather than telling you're low on memory and can't do what you just tried to do. If you're going to have to micromanage apps, memory and so on, you might as well cut the crap and get a phone with a real multitasking system like WinMo or Blackberry. I can appreciate Apple's concern with the phone getting slow, running out of memory and not wanting to force the user to have to care about that, but their "solution" is just as bad as the problem. Worse, actually, since they promised a half-assed solution last fall and haven't yet come through with that.
Just FYI, jailbreaking can't really hurt anything and if you restore it, you magically get your warranty back. I, personally, haven't read of anyone who actually killed their 3G by attempting to jailbreak it and if you can read, it's easy to do. But it's not a solution. The percentage of people who jailbreak is extremely low because there isn't much of a reason to do so and I don't think anyone is making a living selling apps that require you to jailbreak the phone to be of practical use.