You can go
here.
Personally must have:
SBsettings - easy way to turn 3G, WIFI, etc off just by swiping the top of your iPhone. Can't live without it.
BiteSMS - if you text somewhat, is a must have. It's a huge upgrade from standard text app. You can quick reply, so basically you can text from unlock screen or anywhere without entering the standard text app.
Winterboard - basically a must have if you want to customize the iPhones themes.
MyWi - allows tethering!
3G Unrestrictor - basically when your on 3G certain apps get downgraded like Youtube. The quality becomes bad. This apps makes the network think your on wifi when it's not so the Youtube will be higher quality and also allows FaceTime on 3G.
Face-It - if you have 3GS, this installs FaceTime.
FolderEnchancer - allows you to add unlimited apps inside a folder and even a folder inside a folder. Very useful.
Rotation Inhibitor - if you lay down and use the iphone to surf, this will disable the rotation at certain angles, making it easier to surf the net.