I used to jailbreak my iPhone a couple of years back when the choice of Apps was restricted and it was the only way to enable tethering. But the hassle whenever there was an OS update was a bind.
Nowadays I don't bother, there's no "killer app" only available outside the App Store for my uses, so I'm happy to stay with the standard OS version.
Same with unlocking, O2 will unlock mine if I ask, but that's only useful if I want to install a local SIM if I go abroad, and I'm home based now and always pick hotels with Wi-Fi for the internet and have I have Skype installed for calls; so, again, happy with the baseline.