As a previous node says, it all depends on what you are trying to do. A great freeware windows solution is Ifranview. Simply choose File -> batch -> choose input directory -> add all ; select new output directory -> batch coversion -> jpeg -> (possibly advanced options, where you can crop, resize, color manip, etc.) -> start. It has support for many different types of images (including some very odd ones) and is very powerfull.

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Zak