My graduate E&M course was actually taught out of Schwinger, which I thought was quite nice. I would never recommend it as a first run through E&M.
Jackson's problems are more technically difficult than, say, Purcell's, but how much of that difficulty actually helps with understanding E&M?
He asked me how to learn physics; not how to learn some wimpy undergrad physics which doesn't give you the big picture. Hindsight my undergrad E&M book was a waste of time, and we should have just used Jackson. I still have Jackson (and Eyges) on my shelf; the undergrad book was recycled years ago.