Jailbreak or Downgrade 3.66 ?

I bought a Playstation 3, and it was stock 3.66

Slim model, anything I can do, try or is it just a wait?

You're gonna have to wait, kakaroto is working on a jailbreak for firmware 4.00 so you hopefully the wait won't be to long.

Have you taken a look at E3 flasher?