HippoRemote - Utility - iOS - $4.99 - If you use Boxee, XBMC, Windows Media Center, or any other media center application, this is a MUST BUY.
LogMeIn Ignition - Remote Desktop Utility - iOS/Android/Windows - $20.00 - Allows you to remote to your machine from anywhere in the world, has saved my ass on multiple occasions. Was far more expensive when I originally bought it ($35), very much worth the price tag.
Netflix - Streaming Video - iOS/Android next year - Free - Watching Netflix instant on your iOS device. Sucks down the battery though, so have a charger near by.
.: Jailbroken iOS device only Apps :.
MyWi - WiFi and USB tethering - $20 on Cydia - Not much to say here, it works flawlessly. Also, thanks to GSM, you can also still use the phone and all of its functions while tethered.
My3G - 'WiFi only' bypass - $4 on Cydia - Lets you watch high quality YouTube videos when not on a WiFi connection. Also lets you do Facetime, download large Apps, and do many other things that are 'restricted' to WiFi only.
Flashlight - Utility - Free on Cydia - The original Flashlight app that was removed from the App store because it hacked the brightness of the phone. Far, far, far brighter than anything you will find in the App store. Should probably be one of the first things you download after jailbreaking your phone.
SBSettings - Utility - Free on Cydia - Swipe your finger over the carrier logo on the phone, and a menu drops down giving you instant control over several parts of the phone. IE Turning your radios on and off, one touch shutdown/reboot/respring, can also install other modules to it to control other Cydia apps. Also shows you the memory usage, and gives you a task killer to close anything eating up memory. This should be the first thing you download after jailbreaking your phone, no questions asked.