The only reason I haven't is because, when my brother did it, his battery wore out much quicker than before he jailbroke it. So he restored it and it's worked fine since.
But I would love to be able to play Nintendo on my iPod. That's the only thing it's missing. And I also think it's a pain to have to pay for all apps, or suffer by having the "lite" version. It is an annoyance.
So I can see jailbreaking being worth it, but wait until my warranty is up
