The difference is small but will show up more on some subjects than others. The 'normal' setting will compress the data more, this won't show on a busy scene but may be more obvious if the shot has large areas of similar colour (a pic of a red car for example) as the extra compression may start to show noticeable banding as the tone changes. The same is also true of a clear blue sky.
There won't be much difference on the original jpeg even so, however when you start working on it and saving it and compressing it again, the differences may well be magnified.
I have never used anything over than 'fine' setting, so I can't compare directly. This answer is based on general experience with compressing images. If you are short of memory card space then I can see a point in using 'normal', otherwise though, why compromise on IQ by storing less data than you can. The reason RAW works so well is because you throw NO data away, 'fine' throws less away than 'normal'.