KCJ, welcome to the forums.
It depends. If you find the camera's internal processing styles of value, by all means shoot JPG. Many, many folks get great results that way, and to a large extent your camera is optimized by the mfgr for just that purpose. Pleasant pictures sell cameras.
Realize, however, that raw files, while often less satisfying at first view, contain significantly more data, i.e. 12bits (I believe for the 4'D) vs 8bits per pixel for JPGs. In addition, given the actual sensor data, which is contained within the raw files, you have far more options in re-rendering the images at a later date with different render profiles or engines. Our friend and LR guru Victoria B. compares this to raw being represented by a brand new fresh box of Play-Doh colors, while the JPG from your camera has already started mixing the Play-Doh on its eventual journey to that icky grayish, bluish, purple gunk that all Play-Doh eventually becomes. In post processing terms, we call pixel based files, such as JPG, 'baked-in'. With raw, you get to bake the picture, while also keeping your ingredients still fresh in the mixing bowl. You'll notice that we tend to use a lot of metaphors in describing all this, because until you've gotten your hands good and dirty for a while, it's a concept many find hard to grasp, strictly from the technical descriptions.
With many cameras, there is a middle ground. You can shoot raw+JPG, within the camera, and with the proper preference setting, LR will import the files separately. This will give you the best of both worlds; the instant gratification of the camera JPG, combined with the matching raw, which will provide almost endless opportunities for tweaking after the fact. Particularly valuable if you mangle the exposure or something on an irreproducible shot.
