Wow! I've had almost every possible source tuned in to JazzFM 24 hours a day for the last few days. What a tremendous radio station it is and it is just wonderful that JazzFM is back on the (digitial) airwaves. It takes me back two decades and I heard the legend that is Robbie Vincent today. Awesome!
Anyway, technically, DAB provides the worst sound. It sounds very compressed and lifeless. Online is very good with what appears to be a wider dynamic range and more depth to the sound. The output from Sky provides the best sound for JazzFM in my experience. It's a relaxed sound with good stereo imagery and a decent depth so you can almost place different instruments and vocals across the soundstage. The only source I haven't tried yet is Freeview.
I would imagine that FM would have blown all of these modern digital sources out of the water for sound quality and it's a great shame that JazzFM is not on FM. Other than that, a big thumbs up for the return of JazzFM.