I haven’t jailbroken my personal iPhone(s). But, it is not because I thought the action was “illegal”. And, now, thanks to the Electronic Frontier Foundation (EFF), jailbreaking is definitely not illegal.
Two other exceptions from the DCMA (Digital Millennium Copyright Act) were one. The act of unlocking a cell phone (making it a phone able to be used on more than one GSM carrier) is also not illegal. On a non-mobile note, it is also ok to amateur creators do not violate the DMCA when they use short excerpts from DVDs in order to create new, noncommercial works for purposes of criticism or comment if they believe that circumvention is necessary to fulfill that purpose.
Of course, Apple still takes a dim view of these excemptions. As CultOfMac.com notes:
I always assumed this was the case. So, I’m not surprised by Apple’s policy.