Hi Jeroen,
The best practice is to bundle your libs with your widget (it needs to a AMD module).
http://dojotoolkit.org/documentation/tutorials/1.10/modules/
place your lib inside /<WidgetName>/lib
require it in your widget
define([ /* widget module */ "/<WidgetName>/lib/yourModule"], function(/* widget module*/ yourModule){
// do your module stuff
});
I would discourage to use JQUERY at all! It does not play well with others and will bite you in your back.
Cheers, Andries