The best, fastest, most efficient way to handle visual novels is to get the particular resource extractor that works with the game, or the game engine that it uses (in the case of the engine, other games that use the same engine can be extracted with it also).
The tools from the WESTSIDE CDs are the definitive go-to for this. Google them, they aren't hard to find. You will need working knowledge of their GameUtility DB (which is free on their website), to find the name of the particular tool you need and which CD it's on. Note that all of this is in Japanese, albeit very easy-to-figure out, and to run the extractors properly you'll need to use AppLocale to launch the programs in Japanese codepage.
Said tools will extract the MPEG-1 (most common format for movies in VNs) or WMV (somewhat common, it was used on School Days/Summer Days) or even rarely, XviD (ToHeart2 XRATED, which Leaf actually tripped up on by inlining the code from XviD itself into the engine; they then had to release the engine code under the GPL), and usually output the stills in BMP, PNG, or PNG only if transparency exists in the file*.
*Basically, if it's set on BMP, then the transparencies are flattened and the advantage to the images having transparent areas is lost. If it's set on PNG, then everything will be converted to PNG whether the transparencies were there or not (although said transparencies are properly handled). The third option basically uses BMP for speed of extraction, but if it finds images that have transparent parts, then PNG is used to export those.
Also worth looking at is ExtractData. Again, it's in Japanese, but it provides another avenue for some games (and it's compatible with Susie plugins, which is nice because it's far easier to use than Susie is). Unfortunately, it looks like the site's been taken down, but funny enough, it should be included in some of those WESTSIDE CD packs.
Think of these resource extractors as pretty much like DVD or Blu-ray decryption software are for those formats. You're getting the files in the original form they are on the disc, or the closest approximation (but it always converts to BMP or PNG, so the conversion is lossless). If JPGs come out of the discs, then that's probably because that's what they were in the first place.