Question: DSLRs often have the ability to store both a JPEG and a raw file.

Given that the [primary benefit of in-camera JPEG over raw](https://photo.stackexchange.com/questions/15/what-are-the-pros-and-cons-when-shooting-in-raw-vs-jpeg/115#115) is the smaller filesize, and that JPEG+raw is going to store even more data than raw alone, it seems like you're just wasting space on your card and [making your workflow more complicated](https://photo.stackexchange.com/q/4453/378) if you store both.

Why bother storing both JPEG and raw in camera, instead of just a raw file?

Answer: 
Depending on your camera, there might be a good reason to shoot JPEG + RAW even if your workflow is RAW-only: **accurate on-camera previews**.

Some cameras work like this (IIRC, I have seen this behaviour at least on Canon PowerShot S95):

* If you shoot RAW-only, the camera will store a *low-resolution* preview JPEG inside the RAW file. If you preview images on your camera, it is only able to show the low-resolution JPEG. If you zoom in to make sure it was properly focused, you will always see blurry pictures.
* However, if you shoot RAW+JPEG, the camera will use the *high-resolution* JPEG file for previews. This way you can actually use your camera to check if the focus was correct or not.

Now you can choose between two options: a bit more space on your memory card (RAW) vs. accurate on-camera previews (RAW+JPEG).

With Canon DSLRs you do not have the same issue, as the preview JPEGs that are stored in the RAW files are of a high enough resolution.
**In-camera .jpg produces more accurate colors.** At least, that is my experience, especially with artificial lighting.

For an example where post-production converters failed, see [here](https://photo.stackexchange.com/questions/29785/what-software-raw-converter-can-convert-from-raf-to-jpg-replicating-the-fujif).

Not only did Lightroom fail, but the raw converter *from the same manufacturer* could not even produce the right colors. I was really glad I happened to have raw+jpg enabled that day.

I have since tried to remember having jpg+raw enabled for artificial/stage lighting from then on.