Really? You are asking this? Okay, let me break it down for you..
Jailbreaking allows customization, widgets, free apps, free pretty much everything, and it makes an ipod touch or iphone into the device that they should have been from the beginning. Some people jailbreak for the hacking fix they get, others because it opens the device up to so many new things.
I jailbroke 2 of my iphones, my friends ipod touch, and 3 other friends iphones. For me jailbreaking is the way to go, but that is a matter of opinion I guess.
You should search youtube on ipods or iphones that have been jailbroken, and see what all can be done. It might just change your opinion on this "unnecessary" task, or necessary at least for me.
Edit: I downloaded both Rock and Cydia, and after that installous. Cydia and Rock are where you download pretty much anything you want, Winterboard controls what tweaks and customizations that were downloaded and installous is to download apps for free, although you can download some apps from Rock and Cydia. Winterboard is downloaded through cydia, and Blackra1n is the Jailbreaking method, but can be deleted after Cydia and Rock are downloaded and installed. You tube has more info, if you are more of a hands on kinda person, such as myself.