iTunes will restore your non-jailbroken apps when you upgrade to a new version of iOS, or if you restore your iPhone. For jailbroken apps, you have to re-install them manually, at least until now.
Cydia is the "market" that users go to for apps specifically for jailbroken iOS devices. Possibly because of technology Cydia acquired via Rock Your Phone, you can now login with your Facebook or Google account. Once that's done, Cydia will track your purchases, so that you can reapply them after you jailbreak the next version of iOS.
It's a lot better than having to hunt down your old apps again via the repositories involved. Of course, Apple would prefer not just that jailbreaking was harder, but that it couldn't be done. Considering it's the only way to get a useful lock screen (among other things), many hope otherwise.