There is a free alternative to Screen Recorder by the same person (Saurik) who created Cydia - it's called cycorder and works pretty well on the iPhone 3G. For tethering I use PDANet - I could go with one of the wifi apps but this way I get to charge my iPhone while tethering.
Some of my must haves is Winterboard which allows one to use themes and allows other customization of the GUI, Font Swap which allows one to change the system font (there are 100's of themes and quite a few fonts available within Cydia), Cycorder and PDANet mentioned above. Until iOS4 I also used catagories which added folders.
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