If what you have to do is manipulate the DOM and do XMLHttpRequests, then jQuery is more than good enough, otherwise Dojo has a lot to offer.
Some features from Dojo which are not about DOM manipulation or XMLHttpRequests that I use a lot:
- AMD-style modules (you can have this with jQuery, but Dojo is built with AMD from the ground up) http://livedocs.dojotoolkit.org/loader/amd
- the build system http://livedocs.dojotoolkit.org/build/index
- object stores http://livedocs.dojotoolkit.org/dojo/index#store-dojo-store
- deferreds (jQuery has these now) http://livedocs.dojotoolkit.org/dojo/Deferred
- templated widget definitions http://livedocs.dojotoolkit.org/dijit/_TemplatedMixin
- publish/subscribe http://livedocs.dojotoolkit.org/dojo/publish
- observable attributes http://livedocs.dojotoolkit.org/dojo/Stateful
This doesn't mean that you should be using it, just use what feels better for you. For some people (like me), Dojo is what feels better.