I usually capture both types, often by setting up one SD as the Raw files, and the other as JPEG, although you will get many opinions about that. Some people disdain JPEG files in any situation and will insist that you capture ONLY the Raw files, and NEVER any JPEGS.
Of course, you will find that you have more information in the Raw files, and can therefore get the finished image exactly to your liking, but if you're not so much into spending hours at the computer converting and editing, then the JPEG files might suffice.
Raw files do contain more information, and are therefore larger files, so some people worry about memory storage space, but memory cards are not terribly expensive, so just buy some more cards.
With JPEGs, you can quickly (instantly, if you are set up for it) share images with anybody, and you don't have to first convert and edit, and the camera will produce a pretty good image all by itself.