From Wikipedia's entry for JPEG 2000:

As of 2008, JPEG 2000 is not widely supported in web browsers...

JPEG is designed for photographs, so it's appropriate to use if your map has many color gradations, such as a relief map.

If you have a street map with lines and regions of constant solid color, GIF or PNG is likely better due to the lossless compression. Over-compressed JPEGs of this type of image look poor due to the artifacts from the lossy compression.