Strategies for Bob Jenkins
Bob Jenkins is:


Rich!  $9 -> Go shopping for Unique Items
Has stuff: 2 common and 2 uniques, hopefully he starts with some good stuff
Well rounded: 4 Sanity and 6 Stamina is a great split.  Enough Sanity to allow missing a horror check or two, and enough stamina to get down and dirty.
Reasonably fast - speeds 4 and 5 are not out of the question.  Bob can get from place to place quickly.
Has a strong will, minimum 3
Can hopefully compensate for his somewhat poor fight skill with some good items


When playing Bob, you should be aggressive.  Bob has the stats and should have the items to allow him to survive most bad things.  If you get lucky and start with an Elder Sign, go off world as quick as you can.  If not, see if you can buy an Elder Sign, or start grabbing clue tokens.  Favor the locations where common items are found to take advantage of the Shrewd Dealer ability.  Bob may not be the best investigator at any particular thing, but odds are, he is the second best at most things in a normal group.  Use him to fill in for whatever your team is lacking.

According to the Arkham Horror Statistics Report, Bob has the 7th highest winning percentage (out of 48 characters) in October 2010.  For November, he has moved to 6th.