Right now I have the iphone 4 with 4.0.2. I purchased it this way brand new. I have never jailbroken this iphone 4 4.0.2 as of yet but intend on doing so when the jailbreak for 4.1 is out.
I have a questions about the process.
Should I upgrade when apple releases this version of 4.1 or should I wait and update with the Cydia release of 4.1