I'm quite fond of Jura too, my father's family is from there (Ajoie, I have relatives in Buix and Porrentruy), it's a cute place, people like to eat and drink (write down in you calendar the dates for the St-Martin in October, it's quite spectacular when you do a proper 11 courses meal...) and it has an interesting history.
St-Ursanne is worth a visit, beautiful medieval village by the Doubs river.
Re history:
http://en.wikipedia.org/wiki/Anarchi..._International