use tiff, or iff.
Never ver use a lossy image format in texturing for any reason whatsowevr so that makes jpeg out of the question. And for bump theres prettymuch no worse thing than a alossy format like jpg. Gif isnt the best of formats for 3d either because of the 256 color limit wich is bad.
Png is good but in reality you should allwayss be using the native mipmap lookup format. In thiscase convert your images to .map, in prman to. tex, maya software to *.bot and so on.