My image was in .PNG format, and I wanted to save as a .JPG
In the "File, Save As..." dialog, there was no option to save as .JPG
After a lot of surfing on the web, I found that this is generally due to the original image having layers, in which case you need to "Layers, Flatten Image", or the image has 16 bits per channel, in which case you need to convert to 8 bits using "Image, Mode, 8 bits/channel".
In my case it was the bits per channel issue, and after switching to 8 bits I was able to save as a .JPG
My Usability Suggestion to Adobe
Always have the .JPG option in the "Save As" dialog. If the user tries to save as .JPG, and there is something about the original image that is incompatible with .JPG, then either warn the user, and explain how to resolve, or silently do the Flatten Image, or convert to 8bits.