We have recently seen that Apple had deposited a new patent to control our iDevices in case of fraudulent use : it means if your iDevice is jailbroken or not !
You can also note that several users has reported that some apps like Mon Budget du Credit Agricole on the AppStore detects if your iDevice is jailbroken.
Chpwn, member of the Dev Team has said that a new jailbreak (for iOS 4.1 ?), they could disable this kind of spywares.

• I remind you that in September, the new iOS 4.1 will be released, with the integration of the Game Center and an improvement of the iOS for a better compatibility on iPhone 3G which suffers of solwness with the actual iOS 4x.
• Golden rule : Go far far away from an update from iTunes or a new iOS when you're jailbroken !!