RAW format captures, as the name implies, the raw output from the camera sensor.
In addition to the lossy compression of the JPEG format, digital cameras will typically apply in-camera post processing effects when shooting to JPEG. These effects include white balance, sharpening, contrast and color saturation. Depending on your camera, you might be able to choose between different predefined picture styles, or even make your own custom settings of sharpening, contrast, etc.
With the RAW format, you are completely free to post process the output from the camera sensor. RAW formats are also typically able to capture a larger dynamic range than JPEG, which also would contribute to a more bland look on an average computer monitor.
RAW takes up more space and requires more work in post, but gives you more options as well. If minimizing post processing off-camera is a higher priority, then you should go with JPEG rather than RAW.
Finally, anything you put in front of the sensor is captured both in RAW and JPEG, so the effect of a polarizing filter is captured with both formats.