If you go outside...
The walled garden what do you expect?
The walled garden does stop you doing what you like with your device, however as a developer I've never found this a problem. The reason is that even though I can't put stuff on the app store that uses private APIs. I can write the app and just use it privately.
Apple also can't be held responsible for this so the poor individuals are screwed :(
I've seen so many people turn up to courses, with jailbroken iPhones complaining that something, doesn't work on their iPhone and it is usually down to them jailbreaking it or even worse they've gone back to a shop they bought a iPhone from (not Apple) and been given a replacement that was previously jailbroken. If you are just Joe Public leave it alone or buy an Android or Windows phone (will cost you less as well).
If you buy an expensive iPhone don't jailbreak it unless you know what your doing and realise that you open it to being hacked easily.
Often it's down to someone's mate saying you should do this to your iPhone to get free apps that you pay for on the AppStore. Their mate usually knows very little about computers but just enough to be dangerous, plus they are depriving developers of income, which as a developer pisses me off as I have to feed my kids, I can't live on fresh air (I'm sure if they went to work and were told at the end of the week that they weren't getting paid as there boss wanted their work for free they'd be pissed off).
Unfortunately it is a fact of life that if you want a completely open system, someone can easily hack it.
Open systems are open and security is complicated :(