For the Word and Excel files, many would recommend Docs To Go (which came with other SJ series PDAs but not our SJ22s). Version 6 that was released a few months ago offers native (meaning no need to convert) support for Word & Excel files as well as their own quicker, compressed formats.
You could also view PDFs throw conversion in Docs To Go, but many recommend a program called Repligo. I'll eventually have more information on this program, but I have yet to install it.
As for JPEG viewers, you have quite a selection. Like you, I'm trying to find the right mix of programs, so I've been putting plenty of programs onto the SJ22 and I'll slowly determine which one is best for my uses. Some titles to look for would be VFSi, AcidImage, SplashPhoto, JPGView, JPEG Show.
For more information, search is your friend

. Do a search within the Clie Apps forum and you'll find answers to all your concerns. That's what I did and I've spent hours just pouring over the results

. Specifically, Docs To Go & JPEG viewers have 2 significant threads in that forum that would definitely interest you.