My advice, don't use any style. Shoot RAW, forget jpeg.
Even if you shoot RAW only, there is still a tiny jpeg in the RAW file. This jpeg is what is displayed on your LCD after you take the pic. You need to set up a user defined picture style so that the jpeg you will get is as close to the RAW file as possible. Read the manual and set up a custom picture style, set the parameters as follows,
User Defined 1:
Sharpness 2
Contrast -1
Saturation 0
Color Tone 0
If you don't do this you may see blinking highlights on the LCD, but the RAW file will not have any blown out whites. Say for instance that you like a lot of contrast in your shots, so you set your Picture style Contrast to +3. Well this will not affect the RAW file in any way, but that jpeg on the LCD will probably have a lot of blinking highlights, or blown color channels. This also goes for the 20D. The 20D does not have Picture Styles, but you can set up the parameters for the jpeg.
Now if your not going to shoot RAW and use only jpeg, I don't have suggestions. I have never shot jpegs, just RAW only.
Hope that was not too confusing.

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