Ya now that I read your post again, if you are on ATT then just update and use greenpoison or limera1n like Poseidon said, unless there isnt anything on 4.1 that interests you. Jailbreakme is definitely the easiest of the three, although the other two are not hard to do at all.
I would remain on 4.0 and use JailBreakMe. Then, once an unlock for 4.1's baseband comes out upgrade to 4.1. Be wise; one day when you want to sell your phone, it will sell much faster if its unlocked.