jQuery = low-level understanding
Aside from the normal one javascript and the other is java explanation, Jquery has a closer one-to-one mapping with javascript while GWT is more abstracted away. So if you prefer to have a deeper understanding of what's happening with your code at the low-level (javascript) then jquery is the right way.
GWT = abstraction understanding = functional guarantee
GWT offers the advantage of compiler generated code so it may offer more of guarantee that your website will function normally. However like any large scale API you need to take the time to understand what this class does and what that class does and whether or not it is compatible with this API or nor.
low-level understanding may be more useful
Personally I get much more satisfaction from coding the low-level myself. I have built some web applications at work from pure javascript that functioned flawlessly. Once wrote javascript code that took data from a database and generated a complete microsoft word research report. The complexity of this project demanded a lower-level grasp of javascript. I'm not sure this could have been done easily with a java based solution.
GWT reassures managers but costly
But then again java and asp.net tend be preferred by larger companies b/c there is greater technical support (i.e. Oracle and Microsoft) and uptight on-the-edge managers tend to get better sleep at night when they know they can solve problem A by simply paying x amount of dollars for support. So after adopting the system they soon start realizing that technical support costs too much and it's cheaper to pay more for better developers. Hence a java or .net career will usually put food on the table.
Maintainability
Also API's like GWT are easier to maintain. I could only imagine the horror that someone would go through if they had to debug my javascript code. But that was before I became a better and cleaner programmer and since I knew every aspect of the code there is nothing to debug b/c there was never a problem with it.
Low-level coding gives you almost a 100% understanding of what is happening, however with API's you spend time playing bug detective on google and posting questions on sites like StackOverflow. But managers don't understand this b/c most aren't programmers.