I agree with thrash, it depends. As he says, if resizing, a vector would allow you not to lose quality. Apart from that you should check out how many colors are you using in your logo, and where are you using it (is it a website? a brochure?).

Watch out JPG, as its compression can make you lose data; use GIF o PNG for less coloured stuff. Photoshop "Save for web" option can be really useful if you are going to use it online.

I hope this helps you a bit.