Welcome to the 21st century.
InDesign has supported native ID and AI (with PDF compatibility) since I can remember. And there’s nothing inherently wrong with JPG, either.
And while we’re at it, don’t convert to CMYK, either. Leave them RGB.
Still don’t feel comfortable using jpegs even if they are high rez.
Jpegs with enough resolution can be a problem if they have been overly compressed. So you do have to worry about jpeg quality if you don't know what level of compression was used when the jpeg was initially saved—compression artifacts are permanent, so you can't remove them by resaving at a higher quality or to a different format.
This article also said it was ok to place native Illustrator files instead of EPS, which I was always told to do
Illustrator .eps files can't contain live transparency or include embedded color profiles. If you don't need live transparency or color manged conversions downstream, .eps will output correctly, but they have no advantage over .ai or .pdf