Neither jailbreaking nor unlocking causes iPhones to be bricked. Hardware failure can brick your iPhone, as I suppose conceivably could something like power failure in the middle of flashing the NOR memory. But we are talking about millions of iPhones successfully jailbroken and at worst a handful of cases which could easily be attributed to improper procedures or hardware failure. If people were bricking iPhones left and right we'd have far more threads here about it and it would be all over the web. Bricking just doesn't happen VERY OFTEN.