Xffm does not preview .jpg files when I have "preview images" marked. I have to tell xffm manualy to "preview this image".
Oh, but it does. Look at the screen shot http://xfce.org/~edscott/screenshot.png The jpg images that are not being previewed are most probably beyond the size limit for automatic preview. The default is set at 256 KB. You can increase this value by modifying the environment variable XFFM_MAX_PREVIEW_SIZE (in the filemanager module of xfce-setting-show).