Vincent D. Warmerdam did some hard work coding a Monopoly simulation to churn out data based on a typical game. With a few hard rules in effect, Warmerdam discovered statistical proof that landing in jail in Monopoly has increased adverse affects on the player throughout the game. Not unlike real life, I suppose.
Additionally, the data shows that property bought before the jail makes less money overall than property after the jail. Anyway, there's lots of interesting numbers to look at here. I highly recommend checking it out.