Remember, even once the jailbreak is out, not many of the current jailbroke applications work on firmware 3.0.
Update: According to the comments (and THIS iClarified article), it seems the you will keep your unlock on a 1st gen iPhone even when you upgrade to firmware 3.0. However, there are a few stipulations. Below are those stipulations according to the iClarified article.
“HOWEVER, if you are using the 2G iPhone on an unofficial carrier you may loose your activation. This means that will your network will be detected but you will not be able to use your iPhone.
You will loose your activation if you used QuickPwn to jailbreak your iPhone. If you used PwnageTool you will not.
If you are super excited about iPhone 3.0 and wish to update immediately, either make sure you jailbroke with PwnageTool or rejailbreak using PwnageTool and then do the update.
Otherwise wait for a little bit and the iPhone Dev-Team will release new PwnageTool and QuickPwn utilities shortly.”
Note: The following features of the 3.0 firmware will not work on a 1st Gen iPhone:
• Send and receive photos, contacts, audio files, and location via MMS
• Internet Tethering over USB and Bluetooth
• Stereo Bluetooth
iPhone 3G (2nd Gen iPhones):
You can also upgrade to firmware 3.0 however, you will also lose your jailbreak and your unlock. You will be able to jailbreak as soon as the Dev-Team released the jailbreak (hopefully today). You will also be able to to unlock your iPhone 3G, on the 3.0 firmware, when ultrasn0w is released on Friday. yellowsn0w will not work on the 3.0 firmware. Remember, even once the jailbreak is out, not many of the current jailbroke applications work on firmware 3.0.
We do not know much about this yet, we will know more about jailbreaking and unlocking the iPhone 3GS on Friday when it is released.