I add a new raster layer in the latest QGIS and select a JPG file, but it is all black. I tried adding the TIF version of the same image and that worked.
What is it with the JPG, and how should I import it correctly?
It seems QGIS doesn't set the correct band in the jpg raster. You can fix this by double clicking your raster layer and changing the bands
Where it says Red, Green, Blue Band they must all be the right color bands from the jpg. Change Green band drop down to Band 2 and Blue band drop down to Band 3
Here is a link to the QGIS forum reporting something similar in terms of band combinations. This article is referring to rasters generated in GRASS but there maybe some similarities.
Another trick that has worked for me in the past. Make sure the .jpg file has an associated world file .jgw and a projection file .prj. These can be generated from exporting through ArcGIS (which I think you mentioned you have access to). I was experiencing a similar problem in geoserver when adding a raster once I added the .jgw and .prj files it fixed my problem.
The reason why I think this may work in your case is that there were a number of qgis forum posts pointing to "black raster images" when the image had no projection information. I believe the addition of the world file and projection file may help here.
I was stuck on this problem for a long time and couldn't find any solutions by googling, but finally I figured it out. It comes down to this:
I'll take it step by step. This is for Mac but you should be able to follow along.
Create New Attribute Field
Select some_value_here from the dropdown next to the big E (sum sign). Type 1 in the text box. Click Update All.
Type Cmd-S / Click Save Edits
Close the attributes table
Creating Raster
Fixing the Black Box
You should now see a wonderful map.