It depends. Do you like the way J-bass pickups in series sound? It's definitely a hotter sound. It almost sounds more P-Bass like, to me. However, if you enjoy having independent control of the volumes from EACH pickup, you must leave them in parallel. In series, you will effectively disable the bridge volume control, and the neck volume will act as a master volume.
Easy test to see which you like better...Go to guitar center or whatever, and grab a new American Standard Jazz Bass. It'll have controls just like yours, except it has a button on top of one of the knobs. That is a series parallel switch. See which you like better.
Personally, I enjoy it when my Jazz bass sounds like a Jazz bass, so I keep it in parallel.