I wouldn't. The update also includes an update to the baseband, which could possibly prevent you from ever being able to unlock the device should an unlock be released. This comes directly from Dev Team.
2.0.1 is not worth loosing your jailbreak but there is already a pwned 2.0.1 IPSW out there if you wanna update and remain Jailbroken. Ive installed it but to be honest i don't see much of an improvement. I would have preferred to stay with my jailbroken 2.0 and not had to reinstall all my Jbin apps and tweaks i had done already