While Visio makes great diagrams and flow charts, it does not make great JPGs (or really, any other file formats other than their own VSDs.) I've struggled with needing to make PDFs from annotated JPGs created in Visio, and the resulting PDF looked grainy and blurry. After some digging on the Internets, I found a forum post made by a Microsoft employee who works on Visio, and discovered that Microsoft knows their JPG converter is terrible (even if you are saving them as 100% quality) and that the best way to get a high-quality resulting image is to save it as an EMF file. You can then paste the EMF file into Word (where it looks great), or use Word to create a PDF (also great).  Problem solved!