sudo apt-get install imagemagick
convert -compress jpeg * outputFile.pdf
This will compress you jpeg images but if you don't want that your images will be compressed the may be will e usefull another tool called img2pdf. I didn't tried it yet , may be when i need it. For the moment convert comand it's usefull for my pourposes.
It's usefull, isn't it?
But if you really want to use a graphical interface you can try gscan2pdf that have other utilities like ORC (Optical Character Recognition)