* [1.1.1] If you want to enable the International menu, install Enable International menu which is found in the Unlocking Tools category. This will let you choose keyboards, and set your phone to use your prefered regional settings, like date and phone number formatting. Be alerted though - it looks like Apple haven't finished this feature completely yet (which is probably why it's deactivated) so there may be some issues. In my case Fahrenheit and Celsius is mixed up in the Weather application for instance!
* [1.1.1] By default, the EDGE settings found in Settings → General → Network → EDGE are not saved when phone is restarted. To fix this, install EDGE Settings fix which is found in the Unlocking Tools category..
* If YouTube does not work ("You must first connect to iTunes..."), try to install YouTube activation which is found in the Unlocking Tools category. Also make sure that the phone has correct date.
* If you for some reason need to deliver your phone to Apple (service etc.), i recommend that you revert the unlock first so that they (hopefully) can't see it's been unlocked. Install OneSIM which is found in the Unlocking Tools category, and tap on the new icon it creates to run it. After you are done, do a restore in iTunes.

Frequently asked questions and problems
Nothing happens after i visit jailbreakme.com

Make sure your phone is connected to the computer. Try to use i.unlock.no instead of jailbreakme.com.
How can i upgrade a new unactivated phone?

Just put it in recovery mode, and it will automatically restore to the latest firmware. It might be safer to manually download and select the 1.1.1 firmware.
How do i upgrade, downgrade or restore the phone firmware?

To enter recovery mode, connect the phone to the computer and press and hold the Power button (on top) and the Home button (on bottom front) simultaneously. After about 15 seconds phone will appear to turn off, release the Power button but keep holding the Home button. After about 15 seconds the computer and iTunes will detect the phone in recovery mode, and you can perform a restore. IMPORTANT: If you just click the restore button, it will restore it with the latest firmware. It's much safer to manually select firmware instead. If you want to manually select a different firmware you can hold down SHIFT key (Windows) or Option/ALT-key (Mac) when clicking the Restore button, and it will let you choose firmware file. Download the wanted firmware here (you would normally want 1.1.1).

Note: If you downgrade the firmware you will get an error when restore is complete, and phone will be stuck in recovery mode. To get it into normal mode, run AppTapInstaller.exe (or iNdependence if your're on a Mac).
My phone is already unlocked - can i update to 1.1.1?

Not straight away! The old unlock software's (before anySIM 1.1, except iphonesimfree.com's software) had serious flaws, making the phone unusable in later firmware. Before you update your phone you will need to repair your phone by "virginizing" the phone (baseband) firmware. Below are the ultrasimple instructions
How to "Virginize" the iPhone to repair the baseband?

Ignore all long and complex tutorials - I have set up a fully automatic script that will repair the baseband. This script will work on any baseband version, but will not work on phones with new bootloader (out of the box 1.1.2). It will not run on 1.1.2 firmware either, you need to downgrade to 1.1.1 or 1.0.x before running.

You would want to virginize if you upgraded to 1.1.1, and have 0049xxx IMEI. Check this in Settings → General → About.