Here is a good list of Firmwares you might need to download to jailbreak. Also a few free programs to help you SSH or Unrar files. Thanks to Ty Moss for getting most of these links.

Firmwares:

iPhone First Generation

iPhone (1.0.1/1C25)

iPhone (1.0.2/1C28)

iPhone (1.0/1A543a)

iPhone (1.1.1/3A109a)

iPhone (1.1.2/3B48b)

iPhone (1.1.3/4A93)

iPhone (1.1.4/4A102)

iPhone (2.0.1/5B108)

iPhone (2.0.2/5C1)

iPhone (2.0/5A347)

iPhone (2.1/5F136)

iPhone (2.2/5G77)

iPhone (2.2.1/5H11)

iPhone (3.0/7A341)

iPhone (3.0.1/7A400)

iPhone (3.1/7C144)

iPhone (3.1.2/7D11)

iPhone 3G

iPhone 3G (2.0.1/5B108)

iPhone 3G (2.0.2/5C1)

iPhone 3G (2.0/5A347)

iPhone 3G (2.1/5F136)

iPhone 3G (2.2/5G77)

iPhone 3G (2.2.1/5H11)

iPhone 3G (3.0/7A341)

iPhone 3G (3.0.1/7A400)

iPhone 3G (3.1/7C144)

iPhone 3G (3.1.2/7D11)

iPhone 3G S

iPhone 3G S (3.0/7A341)

iPhone 3G S (3.0.1/7A400)

iPhone 3G S (3.1/7C144)

iPhone 3G S (3.1.2/7D11)

iPod Touch 1G

iPod touch 1G (1.1.1/3A110a)

iPod touch 1G (1.1.2/3B48b)

iPod touch 1G (1.1.3/4A93)

iPod touch 1G (1.1.4/4A102)

iPod touch 1G (1.1.5/4B1)

iPod touch 1G (1.1/3A101a)

iPod touch 1G (2.0.1/5B108)

iPod touch 1G (2.0.2/5C1)

iPod touch 1G (2.0/5A347)

iPod touch 1G (2.1/5F137)

iPod touch 1G (2.2.1/5H11)

iPod touch 1G (3.0/7A341)

iPod touch 1G (3.1.2/7A341)

iPod Touch 2G

iPod touch 2G (2.1.1/5F138)

iPod touch 2G (2.2.1/5H11a)

iPod touch 2G (3.0/7A341)

iPod touch 2G (3.1.2/7D11)

Windows Tools:

QuickPWN 2.2.1 – Jailbreak Devices on 2.2.1

redsn0w 0.8 – Jailbreak Devices on 3.0

blackra1n – Jailbreak Devices on 3.1 -3.1.2

WinSCP – Tool for SSH

7-Zip – Extract Compressed File

FireFox – Safari Blocks .ispw files use this browser

Winrar – Unzip RAR, 7zip, ISO, JAR etc

Mac Tools:

PwnageTool 3.1.4 – Jailbreak 3.0.1 Firmware on all Devices

Blackra1nJailbreak 3.1 – 3.0.1 Firmwares

Cyberduck – Great Mac Tool for SSH

DemoGod – Capture iPhone Screen on Mac