JSONP is an old school hack. A modern, standards compliant alternative to JSONP is CORS. This is the protocol that the Reddit API should be using to support cross origin requests.
If this is something you are interested adding I would be very happy to help with implementation.
JSONP is used to provide read-only access to the parts of the API that wouldn't be a privacy or security concern to expose. If you have a specific example of a portion of the API that you would want to support CORS and that can be done so without allowing third party websites to arbitrarily execute actions as yourself, then please let us know.
Well the first step would be to allow CORS for all the GET requests that are currently allowed by JSONP. IMHO this is the "right" way to do this and it will make life easier (and improve performance) for devs that are / will use this part of the API.
Why shouldn't these requests be allowed via CORS? When a CORS request comes in to the server the server knows the domain from which it originated this information is passed in headers that the client cannot spoof. The CORS cookies are not readable or writeable by the cross domain client. I don't see how supporting CORS will introduce any privacy / security concerns that cannot be prevented.
I currently can't even get the RSS feed via js because there is no CORS support... thats just not cool
CORS is now supported for logged out requests to the API specifically: http://www.reddit.com/r/changelog/comments/1r0u3v/reddit_change_third_party_websites_can_now_make/
Mmh, didn't work for me, but I switched to JSONP now anyway.