JPG vs TIFF vs PDF

I'm embarking on a huge project - digitizing my personal library of letters, pamphlets, government documents, etc.
I've figured out how to create OCR-enabled PDF's, which takes care of text, but I'm still not sure how to deal with images.
I guess I'm basically trying to figure out the best way to save an image - an image that I might possible modify in the future. The simplest way is to just scan everything as a PDF file, then take a screen shot of an image if I want to work with it later.
But which would give me the highest quality image - a JPG or a screen shot of a PDF? The other possibility is to save images as TIFFs, but the file size appears to be enormous.
Am I correct in understanding that a TIFF is the format that's best if I want to resize images with minimal distortion? Also, is it possible to save images as JPGs or PDFs with smaller file sizes, then later convert those JPGs or PDFs to TIFFs?
Thanks.

If you plan to work on your images later, forget about JPEGs and screen shots.
PSD and TIFF are the two formats that will allow you to conserve image quality.
Screen shots are unmitigated cr@p when it comes to image quality.  Period.  That's the worst imaginable way to keep images.
JPEGs are lossy, always.  The image deteriorates every single time you save or re-save the image and then close it, even if you do nothing else to it, no exceptions.  Even the very first time you close and save a JPEG.
My personal preference is to work with PSDs. 
I would not consider the PDF format to keep images, for a variety or reasons.

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