JPG has a history of creating compression artifacts that, depending on your compression setting, can show up in a print. PDF gives you a bit more control and seems to attain original characteristics of your file's makeup. I wonder what you mean by "print it out"? It used to be JPG would be used in an environment where there was not enough memory to "print out" a digital proof because of the size of the original file. Also wonder why you would use JPG over PDF?
Ultimately, what are you using the print for?
How do you mean “print it out”? Are you printing from Illustrator using File > Print? Are you importing the artwork into another program and printing from that program? Are you providing the Illustrator file to someone else who will print it? Are you importing the artowrk into nother program then sending that file to someone who will print it?
In either case PDF is probably the preferred format, but it is always best to talk to the printer if you can. PDF files are a mix of vector and raster art. Any text or paths in your Illustrator file will be stored as paths and have infinite resolution. Any raster art in your Illustrator file will remain raster but can be saved at the resolution of hte artwork, even if that resolution is very high.
A JPEG is, by definition, a raster format. There is no vector data in a JPEG file. All paths and text will re rasterized at the resolution of hte file when you save or export. Any raster images in your Illustrator file will be resampled to the resolution you save or export to, even if htat image had a much higher resolution in the Illustrator file. The only potential advantage to JPEG when printing is the file might be smaller than a PDF. But these days file size is barely a consideration.