I've just done some testing with how Nspire handles the different file types, and thankfully there is little in it...
I started by taking three identical screenprints and saving them as BMP, PNG and JPEG, the raw file sizes varied from 37KB for the JPEG; 33KB for the PNG and 549KB for the BMP.
I then created a fresh TNS document and made a Geometry page and added the images (I did nothing to adjust them etc). The TNS files that were produced were JPEG 16KB; PNG 12KB and BMP 12KB.
I then repeated this with a larger photograph (still relatively small) JPEG 242K; PNG 1MB; BMP 4.3 MB. I again added these to a TNS files which gave the following:
JPEG 90KB; PNG 90KB; BMP 86 KB.
I tried to repeat this with a 2.4MB JPEG but discovered that Nspire will only import images under 10MB (once I converted the JPEG to PNG and BMP both were over 10MB)!
The 2.4MB JPEG file produced a TNS file which was 119KB in size.
In general it appears that BMP files produce a slightly smaller final file size, but more importantly the final file size is significantly effected by the original image file size. If you are only planning on using the image on a handheld (or in emulator view), then you will save a lot of space by first reducing the file down to something around 320 x 240 pixels, which will be more important on the older B&W handhelds as they have less storage space anyway...
Using the same 2.4MB JPEG, and reducing it down to a 300x225 image, gave the following file sizes:
BMP 49KB;
PNG 53KB;
JPEG (85% quality) 53KB;
JPEG (100% Quality) 57KB.
In general the Nspire software is doing a very good job of automatically reducing the file size whilst maintaining a reasonable level of quality (for when you view the file in computer view). Manually reducing large images down to a smaller (handheld size) before importing will save you space (around 50% in my very limited testing), which depending on where you plan to use the the files CX/Touchpad and how you plan on distributing them (and whether you want students to keep them!) there may be times when it will be beneficial to reduce the images down in advance, especially if you are using more than one image in a document...
Cheers
Andy