JailbreakMe 3.0 is now live. Here is a step by step JailbreakMe tutorial to jailbreak 4.3.3 iOS on any iDevice:
Step 1: Update your device to iOS 4.3.3 firmware, if you haven’t already.
Step 2: Open Safari and go to http://www.jailbreakme.com
Step 3: Tap on "FREE" after it detects your device.

Step 4: Now tap on "INSTALL" to start the jailbreak process.
Safari will now close and Cydia installation will begin. Wait for it to complete.
Step 5: Reboot your device.
That’s it! Once your device starts, you will find Cydia on iOS SpringBoard.
Its simple and easy. With JailbreakMe 3.0, Cydia will install the way an app is installed from the App Store. So, you should not be having any problems, let us know in comments if you encounter any problems during the jailbreak process.