Jumping rope and running are great forms of cardio exercise. So, even though jump rope is better for cardio, running unquestionably has health benefits, too. In fact, it offers the same benefits and general goals as jumping rope.
In the case of any workout, you should always do what feels best for you. Choosing between sets is a matter of preference, goals, propensity to injury, fitness level, age, and strength.
It's difficult to overstate the importance of warming up for exercise. Jump rope is often used as a warm up for other forms of exercise and is a great way to get blood flowing to all the different muscles you'll likely be engaging. However, if jump rope is your exercise activity for the day, it is wise to do some dynamic stretching prior to getting started.
It's a common problem: kinks or memory coils in your PVC jump rope cord. Have kinks? No problem! This may sound extreme, but trust us: boil your rope.
In my 20+ years as a jump rope competitor and coach I've worked with thousands of athletes looking to improve their skill with double unders. I get asked all the time for my recommendation on jump ropes for CrossFit.