Dude, just jailbreak, already. How can you be a /. member and resist the urge to pwn your phone?
Jailbreaking doesn't void anything. I bought a 3G 2 weeks before the 'new model' was 'leaked', and broke it within an hour. Then 2 days before my 30 day 'tryout' was over, I backed it all up, restored it to default non-jailbroken firmware, and returned it 'because it sucked'. Then I went back to the store to preorder the day the 3GS was announced.
My 3GS will be here in a few days, and it gets broken immediately as well. You're missing out on so much good stuff.
You could prevent the lock screen from showing private sms and call data, tethering works over usb or ad-hoc wifi, springjumps+iblank rocks. my home screen icons all jumped to pages of categories laid out how I wanted them, different keyboard layouts (iTypeFastR, BB Storm, etc), being able to install themes/ringtones, BossPrefs, Folders to hide pron! (or password lists, etc.), Docs, NES, SNES4iPhone. I was 1/2 done with Link to The Past on my iPhone when I had to take it back. :(