If it costs money, you're doing it wrong.
To find how-tos and available tools go to: Jailbreak QA dot com.
On Jailbreak QA dot com you'll find a matrix of model/OS version and jailbreak tools.
How to jailbreak iPhone 4s iOS 5.1.1: Note that tere are two possible solutions: Absinthe and redsn0w. Quick reference.
How to identify your iPhone model (Apple).
How to identify your iPhone OS/iOS version (University of Wisconsin).
Some blogs to follow:
IPhones running iOS 6 cannot currently be jailbroken, but keep an eye out.
Remember the jailbreak should be free. I am posting this because it's very hard to get past all the bogus search results on google now.