I've jailbroken my iPhone, purely for SB Settings (basically this puts in the pulldown notification, the option to enable/disable wifi, 3G, airplane mode etc). Never had any issues until recently.
The issue I have now is with an app called Sky Go, this basically allows me to watch tv channels that I get from my satellite TV subscription. Unfortunately now, the developer (on Sky's request) has written code into the app that allows it to determine if the device is either jailbroken (iPhone, iPad etc) or rooted (Android) and when it detects a jailbroken or rooted device, it brings a pop up on screen saying streaming is not supported on a jailbroken device.
IMO I think its going to be the start of more apps or more of these kinds of apps been able to detect a jailbroken or rooted device.
I know now that this will be the last time I will jailbreak. I'm waiting for iOS 6 to come along, then I'll install and in doing this I'll remove the jailbreak and hopefully I should be able to use the Sky Go app again.
Its up to you if you want to jailbreak, but bear in mind that there might be apps coming along or apps that you use now that might not run in the future on a jailbroken device.