Once your iPhone is jailb0rked, you will have a new application on your Home screen called Installer. Just run that (best to be connected to WiFi) and you will be presented with a nice little package manager which will download, install, update and uninstall software for you. I would recommend:
BSD Subsystem (required for some other apps)
AFPd 0.3 (Apple Filesharing Protocol server - your iPhone will be browseable through the Finder :-D )
OpenSSH (SSH server - this will let you share your Edge connection with your laptop)
Taskbar Notifier (very nice app which puts an icon on the taskbar where your battery icon is when you have SMS, email, voicemail etc. Much easier to see if you have any messages this way!)
--
moto