I updated from JB iOS 4 to unjailbroken iOS 5, and while I love the new iOS features, I keep missing the JB tweaks, like SBSettings, enhanced folders, multi-icon mover...
All in all, it's a wash. I can't recommend one over the other without knowing what features are most important to you. Me, I needed iCloud syncing more than my JB tweaks. Plus, I just got the 4s, so syncing is really useful for me. OTOH, if you only have one iDevice, then it might make more sense to stay jailbroken.