The chances of bricking the device is almost nil. The beauty is that bootloader is kept isolated and hence in event of any software problem one can always restore the device to factory firmware. In my case update to 4.3.1 was disrupted due to power cut and there was no boot logo or anything. But I tried to put in restore mode and connected to iTunes and restored
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There is almost nil chance of any software problem. So don't worry about jailbreaking.
All the apps you download legally will be synced even if you do full restore.
And the main thing is if you suffer any problem and need warranty, you can always restore from iTunes and jailbreak would be gone....