RAW files are exactly what the term implies – the actual bits captured by your camera in its native format. Nothing is lost in the in-camera conversion to JPEG.
Even if you aren’t interested in messing with RAW files right now, you may well be later.
And here's a JPEG produced from the same RAW file edited in Lightroom.
Sure, there is an overhead in terms of capturing and storing RAW files, but if you do any sort of post-processing of your JPEGs already, you might be amazed at how much better your results are when you work with RAW.