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Only one reason to jailbreak is to change carriers. SInce the only other national GSM carrier in the US is T-Mo, and they have dismal data coverage in most of the US, it isn't even the best reason. Most jailbreakers do so for apps or features Apple hasn't chosen to make available, for whatever reason--usually because, in their opinion, those apps and features harm what they see as optimal user experience.

If you do have T-Mo coverage, breaking an AT&T contract isn't that difficult.