Jailbreaking my iPad was the very first thing I did, just as it was with my iPhone. By now it's become a 1 step process and "I don't know if I can..." is no longer a viable excuse.
First I hit up the Cydia store and grabbed a few free, cool mods including winterboard for theming my device (I don't like labels on my dock icons) and dashboard which is a cool panel that brings up your widgets from wherever you are. I also got some free mods that solve some of the limitations of the device. Backgrounder now gives me seamless backgrounding of apps, Activator allows me to enable backgrounding and dashboard with a variety of gestures such as pinch, and swipe down from statusbar.
Also! Safari download plugin will allow you to download most file types right within safari. Pair it up with ifile, and now you can browse your device to use those downloaded files. This means you can download mp3's and play them all on the device, no touching iTunes. I'm not even going to go into things like sbsettings, dtunes, pwntunes and so much more. Besides the fact that the whole thing is 100% reversible in ~10 minutes....
Bottom line: If you're not jailbroken, you're missing out. Trust me.