Ok, a few things:
First, again, whatever you end up doing to your phone as a result of this thread doesn't hold these forums or the people on it liable. Incorrectly unlocking/jailbreaking your phone CAN brick to the point where it's nothing but a nice paperweight. So take caution.
Second, the new 3G can be jailbroken, but NOT unlocked (yet). The difference is simple: jailbreaking means you can install third party apps on it, unlocking means you can use any GSM SIM and have service.
Third, I have a 2G that's both unlocked and jailbroken, and yes, it really is as simple and easy as those video show. The best site I've found that deals with all things iPhone (in an unlocking/jailbreaking sense) is
ModMyi. They have links to the latest unlocking and jailbreaking tools.
When you purchase your phone, either make sure it's a 2G or be prepared to pay iPhone bill rates.