My iOS device is...
Running iOS 5.1.
iPhone 4S, iPad 2, and the new iPad: nothing yet.
Running iOS 5.0.1.
iPhone 4S and iPad 2: absinthe.
Running iOS 5.0, 4.2.9-10, or 4.3.4-5.
iPad 2: nothing, but maybe upgrade to the latest firmware?
Other devices: A tethered jailbreak is available.
Running iOS 4.2.6 through 4.2.8, or iOS 4.3 through 4.3.3.
Open JailbreakMe on your device itself.
On iOS 4.1 through 4.2.1.
Use redsn0w and the IPSW for your firmware.