RAW is almost always perfered way to go because of its increasd bit depth. it keeps all the infomation uncompressed so if it is under or over exposed you will be able to save it in your developing workflow. Since it keeps all the infomation and is uncompressed the down side is that the files are larger and tale longer for the camera to write it to your media card. You will need to process them before you are able to print them.

JPEG files are processed in-camera when you shoot the picture. The camera choose how the photo should look and basically throws out what if feels is not needed and compresses the image to a smaller file size. This would make it more difficult and sometimes impossable for you to fix the image in post. With this option you can print and share the photo instantly.

For the best of both choices you can set your camera to shoot both. This way you can share the JPEG of the photo right away and if you want to tweek the photo in post you have the RAW file with all the infomation to use in Post. If you choose this option just make sure you pack extra memory cards.