I wouldn't say security is impossible, but it isn't worth the time and effort some companies put into it.

For example, Apple could stop putting 30 pin connectors on the iPhone, replacing it with only a power port to charge the device, then sandbox the rest of their apps on the phone (currently every jailbreak involving a vulnerability had to do with the fact that Apple doesn't sandbox their own applications like they do with third party applications.)

Of course you could argue that you could take the device apart and hook up leads to the circuitry in an attempt to flash the device, but you're going to stop over 99.9% of the jail breaking community from jail breaking their devices.