PICT (MAC) or PCX files (Win) are for print and print layout usage, good quality and high reslolution.
JPEG is a very lossy format that over compresses files best used for internet as it will reduce load times.
For sharing across customer PC's I would recommend TIFF or BMP for high quality (larger files size) images.
For shring via email or online with other clients, I would choose Jpeg, GIF or PNG as they compress the data and while they lose image quality to a certain degree, they are much smaller file sizes for sharnig.
if yuo are sharnig artwork for presentations or printing, you should choose, EPS, TIFF, AI (Illustrator) formats, as they all offer vector graphics resizing and the ability to convert to outlines for print use. Mind you, the other company will need equivalent software to view PNG's, TIFF's or AI files.
If you can explain further what problems you are facing or what their intended use of the files is, it is easier to recommend a file type based on the end user needs or point you to resources that explain the differences as they will apply to you.