Rocket Jumping
As a Soldier, you can perform a rocket jump by jumping and shooting a rocket near yourself simultaneously. This maneuver turns the second slowest class in TF2 after the Heavy into one of the most mobile, evasive and aggressive forces in the game. Creative jumping can be used to avoid enemies, soar over map obstacles, and damage your opponents from a place they'll rarely look: the sky above them. However, this comes at the cost of the user's health.
6v6 Roamer
In the 6v6 ruleset, the roaming soldier rocket jumps frequently for mobility. As the medic is usually busy with the pocket and demo, the roamer will jump to health packs and away from the combo. For this reason most roamers will use the gunboats instead of the shotgun in order to jump around while taking less damage. This was only recently allowed in the ETF2L league rules.
Knowledge of jumping can be what makes a good roamer great. Escaping, bombing, rollouts, and all around movement includes jumping.
Rollouts
With most rollouts, the roamer will have to rocket jump to mid as the medic heals him, while the pocket will 'escape plan.' This is done so that when the roamer reaches mid, the pocket will have crit heals (Take a look here for more details on crit heals under the 'Special' box) As a medic, it is important to make sure that the roamer is at or very close to 300 HP, as it will allow for more freedom at the mid fight and a better chance of surviving.
Bombing
Frequently used to get picks and deal overall damage. Most of the time the roamer won't survive a bomb, but the point is that the suicide is worth the pick. Good chain jumps and creative bombs can make the difference between getting an important pick for your team and getting airshot by the other team's pocket.
Distractions
In 6s, a soldier streaking across the sky makes for a pretty good distraction. As the roamer, his job is to create as many advantages as possible for his team. If the team really needs to push, but are too busy getting spammed, a jumping soldier will draw attention away from at least one opposing player, possibly creating an opening for their team.
Jump Servers
The best way to learn to rocket jump efficiently is by practice. Some jump servers include:
BBHOD Jump Server(68.232.182.75:27015)
24/7 Jump Hell(69.162.110.91:27014)
Chillout Zone(85.114.153.234:10100)
Video Tutorials
The Ultimate TF2 Rocket Jumping Tutorial has been used by new jumpers for years in order to start to understand the complexities of jumping.