The old way, as you describe, was possible due to a flaw in Safari. That flaw has been fixed so now you HAVE to use en external program for all iPhones. Apple is trying to lock down the iPhone more and more because many of the applications that Jailbreakers are using are illegal or rely on illegal data (such as iNES) and Apple is trying to prevent from being sued for it. Apple also wants to prevent the iPhone from being used as a tool of evil.
The hardest thing with the 3G is the software unlock, which looks to be quite complicated. But it is possible, because some are sold unlocked in other countries, and in others you can pay the provider to unlock it.
TEG