good question, here's my opinion: it generally only takes 30 moves or so to set the front lines so I'll usually just set up the standoff first before charging in with the jump proof. not only do you avoid giving up ground needlessly, but you also cut off escape squares for torii fleeing from the JP. depending how you set it up with other torii or walls, non-JP pieces may do some/most of the immediate capturing, especially if the opponent is sacrificing his pieces on orbs. but i would definitely charge in earlier if i was giving ground to prevent the opponent from getting an orb. also, if it's early game, i would definitely call every potential bluff of my opponents as far as charging the powered pieces or crossing their rows/columns...the risk/reward ratio of getting hit with a power vs. gaining space/orbs/pieces seems well worth it.
on the other hand, later in the game the rate at which a JP can take away opponent's space and pieces is lower and a JP might be more useful guarding a position or territorial feature of the board (blockades, hotspots, tiles-between-bankrupted-tiles, whatever), so charging in isn't as effective. also, the opponent is more likely to be able to easily dispatch with your JP in the later game.
to anyone who hasn't figured it out yet, and i'm sorry if i insult the 'advanced' aspect of this forum, jump proof is, like, pretty good...but not GREAT. it's too slow in most mid-games, which is most of most games. it is sometimes great in the early game (sometimes not) and occasionally great in the endgame, but those times are relatively few and far between.
strategizing from a bunker