well, you could also downgrade to 2.0.1 using itunes 7.5 in DFU mode, restore with custom firmware, made with pwnage or winpwn of course, and then simply update to 2.0.2
i did one phone today just like that [i'm unlocking phones in my city.. also the people tend to restore to the newest version instead of simply upgrade :)) ..but it's ok.. i'm making money on this]
If you update via iTunes - you will loose Cydia and Installer. But it will be still unlocked. I don't use Cydia or Installer personally and find the Apple Store much better.
If you need Cydia or Installer - you will have to wait for the dev team to release the pwn tool.
I have successfully done that. For awareness, I had an iPhone 2G running on firmware 2.0.1. I has updated to 2.0.1 using winpwn. This time I just used itunes update feature.
I just updated, the baseband remains the same as 2.0 and 2.0.1 but my iPhone is officialy activated but not on contract :-)
So it should be safe as last time it was.