I write text that should be both shown on screen and printed as a book. The text contains small icons, which are 20x20 pixels on screen, but to make it look better in print, I use 100x100 JPG images with 20% scaling. Still, on screen it doesn't look very good. Is there another image format which would produce better results in this setting?
You'd probably want to use a lossless format -- either PNG (Portable Network Graphics), or even better, SVG (Scalable Vector Graphics) if you have access to a program that can create it (e.g. Inkscape on Linux, or Adobe Illustrator on Windows or Mac).
It's probably best to err on the side of caution and future-proof your icons by making them larger than necessary too, say 200x200.