ML Photo writes ...

Is there a difference in image quality from shooting RAW and making a
jpg from that vs. shooting jpg directly?

Well, technically you are ALWAYS shooting RAW but if you have the
camera set to output jpegs then it takes the RAW file and processes it
according to your settings for white balance, sharpening, exposure,
contrast etc and spits out a jpeg, discarding the RAW info. So the
real question is 'can you do a better job of making a jpeg by adjusting
white balance etc with the converter than the camera does with fixed
settings'?

If you got everything right at exposure time (especially white balance
and exposure) then the in-camera jpeg will be fine, but if not then
it's better to make the corrections on the RAW file and convert than to
make the corrections on the jpeg.

Bill