How to save a new jpg image from the clipboard

You're right, it is simple.

*tell application "Preview" to activate*
*tell application "System Events"*
*keystroke "n" using command down*
*end tell*

Oops… I forgot that you also wanted to save the picture. The following script should save the picture as a JPEG file on your desktop:

try
*tell application "Preview" to activate*
*tell application "System Events" to tell process "Preview"*
*keystroke "n" using command down*
*repeat until window 2 exists* -- window 1 in a hidden window
*delay 0.25*
*end repeat*
*keystroke "s" using command down*
*delay 0.25*
*keystroke "d" using command down* -- save to desktop
*tell pop up button 1 of group 1 of sheet 1 of window 2*
click -- open the pop up button menu
*click menu item "JPEG" of menu 1* -- select "JPEG"
*end tell*
*keystroke return*
*end tell*
*end try*

Hope it can help.

I'm sure there's a more elegant way to script this, but here is a script I just wrote real quick that should at least give you a start to an alternate way of dealing with clipboard data without having to launch Preview...

<pre style="width:630px;height:auto;overflow-x:auto;overflow-y:hidden;"
title="Copy this code and paste it into your Script Editor application.">

--see if clipboard is a file
set filePath to ""
try
 set clipPath to the clipboard as «class furl»
 set filePath to clipPath as alias
end try
if filePath is not "" then
 set newFile to getFileName("copied")
 do shell script "cp " & quoted form of POSIX path of filePath & ¬
 space & quoted form of POSIX path of newFile
 return --end
end if
--see if clipboard is image data
set jpegDATA to ""
try
 set jpegDATA to the clipboard as JPEG picture
end try
if jpegDATA is not "" then
 set newFile to getFileName("new")
 set theFile to open for access newFile with write permission
 write jpegDATA to theFile
 close access theFile
 return --end
end if
beep 1
display dialog ¬
 "No file or image data found on the clipboard." with icon ¬
 note buttons {"Whatever"} default button 1
on getFileName(type)
 choose file name with prompt ¬
 "Select a name and location for the " & type & ¬
 " jpeg:" default location (path to desktop) default name ¬
 type & ".jpg"
end getFileName

</pre>

Hope this helps...