I bought an Iphone 4 today. I ran jailbreakme.com. it finished and I never got the Cydia or Jailbreak app. I don't have at&t, so I need to unlock this phone so it works on T-mobile.
I wound up resetting the phone to factory and running jailbreakme.com again. This time it worked. I am now jailbroken and more importantly unlocked. I trimmed my T-mobile sim card down and it works great. No Contracts. This phone is most impressive.