Since when is it "heretical?" Most tech savvy Apple users have modified their phones in one way or another. I've been running jailbroken devices since 2010.
As for the illegality in some countries, that's not really been tested. As long as you are jailbreaking to increase interoperability, it does not appear to break laws in many (or any) countries. While I'm sure you can pirate apps with modern jailbreaks, when Installous shut down, I would think that most people quit caring about pirated apps.
I only run my current jailbreak for MiWi (I have a grandfathered unlimited data plan and therefore cannot tether my phone through AT&T) and a few small tweaks to add extra multitouch gestures. I don't even use MiWi that often, but every now and again, I'll lose internet and need to tether.