I do save a lot of things to PDF, but unfortunatly not all display devices can display a PDF on the web while a jpg is more usable. I've also experienced cases at work where not all PDF's can be read by all PDF readers. I get hundreds of PDFs each day from clients that use various PDF creation programs some old, some new. It seams that some PDF engines do not generate a "to the book" PDF or that perhaps they produce something that has been deprecated over time.
"And it'd be even better if the media were not saved in some proprietary format!"