Heres a list of what programs you should use depending on your firmware

+Rep if you likey it

This guide will go up in firmware order, starting with the oldest firmware and working up to the newest.

Code:
2.2.1 (Obsolete)

QuickPwn (Mac OS and Windows)

3.0 (3G Only)

Purplera1n (Mac OS and Windows)

3.1.2 (but iPhone 3G Issues)

PwnageTool (Mac OS)

3.1.2 (Newer 3G models tethered)

Blackra1n (Mac OS and Windows)

3.1.2, 3.1.3 (2G Unlock) (No new 3G)

Redsn0w (Mac OS and Windows)

3.1.2,3.1.3 (2G Unlock), 3.2 (iPad)

Spirit (Mac OS and Windows)

3.1.3/4.0/4.0.1 (iPod Touch) 3.2/3.2.1 (iPad)

JailbreakMe.com (On your iPod's Web Browser)
Hope that helped!

~Flareboy323

P.S. Posting Download links for all of these shortly After that I'm going trk on another Jailbreaking Tutorial and some app reviews