So I have had my iPhone for a almost a week and I haven’t run a Jailbreak yet but started looking into that this morning.
It appears that recently there is a method for if you already have the 2.2.1 firmware installed and are wanting to update it from a windows machine.
There are concerns that ‘faulty’ methods (some accidental and some intentional) are available and will not ‘jailbreak’ your phone but actually just break it… forever.
I found this video which includes instructions on Downloading the 2.2.1 firmware and editing it before actually installing.
I haven’t tried it yet but am still considering it for the ‘cool factor’.