In the alpha 3 release, the following platforms and browsers have a solid jQuery Mobile experience with pages fully functional and rendering as designed. That being said, there are still a fair amount of bugs and performance improvements to be tackled before the 1.0 release.
The team is now focusing on bringing support to Blackberry 5, Nokia/Symbian, and Windows Phone 7 for the upcoming beta release. We don't yet have phones to test bada or MeeGo but these will be added as soon as we can get devices.
Since jQuery Mobile is built on the jQuery core, all pages should also work great on most recent versions of desktop browsers too - Firefox, Chrome, Safari, Internet Explorer, Opera, etc.