I jail break all mine, they have not done anything to me yet. I say go for it.
What devices do you have?
I just restored mine to non-jailbroken firmware, the slowness was getting too annoying, and I wasn't even using any jailbroken features.
Jailbreak.
You can always restore.
Yes jailbreaking it is worth it
If I jailbroke and got winterboard and installed a new theme, when I turned it off/back on, would I keep the theme but lose Cydia?
Just like conrados said, listen to the wise man.
It is worth it, and no if it's untethered you won't have to re-jailbreak.
Dies its fudged. If it lives your safe.
Jailbreak. i did and never looked back!