New iphon 3gs 16gb arrives 2morro need some advice

ok vodaphone are sending me (after a week of sorting it out) an iphone 3gs 16gb

now im happy to stay with vodaphone but im likely to want to try out modified games before purchase, and this leaves me with the following questions.
1 do i need to jail break the iphone to do this?
2 is the process nice and easy ( ihave updated the firmware of a liteon 360 a hitachi and a samsung, i have also modded a wii both soft and hardmodded (solderless) and have used custom firmware on a g1 im no stranger to following instructions precisly)
3 should i link it to itunes if i plan to use modified apps?
4 what games apps, do you iphone users suggest? (not after locations to get them just ideas for some you liked)
5 any tips ?

at the moment my plan is;
get it;
charge it;
activate it;
update it;
install all the apps and games i like the look of (im rather excited)