As Brian said, "it depends." You should probably research the topic in more detail as there is a lot of information out there to help you make an informed decision. I shoot Raw+Jpeg just to make sure that I have a Raw file of those few "great shots" that I want to post-process. With Raw files, you should know that if you are going to do post procesing, that you need a program such as Nikon's Capture NX to recognize, read, and then fully edit the file, whereas JPEGS can be handled by almost all photo editing software. Also, if you take your images to the corner drug store for printing, they will, most likely, not be able to print your Raw files for the same reason. I like to print a lot of my images, right off the card, onto my snapshot printer, and if I didn't shoot JPEGs, I would have to convert the Raws before I could do that.
One important thing to note, as Brian stated, is that JPEGs deteriorate each time that they are opened and saved. So, if you have an image that you really like, and want to keep and view forever, you should have a RAW image.
Best of luck with your new Nikon. My son just bought a D5000, and he loves it.