My iOS device is...

Running iOS 5.1.

iPhone 4S, iPad 2, and the new iPad: nothing yet.

Other devices: a tethered jailbreak is available.

Running iOS 5.0.1.

iPhone 4S and iPad 2: absinthe.

Other devices: redsn0w+corona.

Running iOS 5.0, 4.2.9-10, or 4.3.4-5.

iPhone 4S: absinthe.

iPad 2: nothing, but maybe upgrade to the latest firmware?

Other devices: A tethered jailbreak is available.

Running iOS 4.2.6 through 4.2.8, or iOS 4.3 through 4.3.3.

Open JailbreakMe on your device itself.

On iOS 4.1 through 4.2.1.

Use redsn0w and the IPSW for your firmware.

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For even older versions, you might want to try here.