Jailbreaking and unlocking are usually available for different iPhone users. This will allow iPhone users to have more freedom regarding the different apps that they can download on their phones. For example, when you unlock your phone, you will be allowed to use other carrier sim cards other than the one from whom you have purchased your plan.
Having your phone jailbroken means that you will have the ability to download some apps and certain software on your phone that will normally be considered illegal if you have a locked iPhone. It would depend on you if you would like to unlock and jailbreak your phone or you may choose the one which you think will be more ideal for you.