What's the best way to add jQuery to Underscores (_s) WordPress theme?

The best method is to use the Wordpress function wp_enqueue_script() in your Underscores created theme functions.php file.

Find the function <THEME_NAME>_scripts (where <THEME_NAME> is your theme name when generated from Underscores website) and prepend the code below, under <THEME_NAME>_scripts function (before any other wp_enqueue_script)

// deregister default jQuery included with Wordpress
wp_deregister_script( 'jquery' );

$jquery_cdn = 'https://ajax.googleapis.com/ajax/libs/jquery/3.4.1/jquery.min.js';
wp_enqueue_script( 'jquery', $jquery_cdn, array(), '3.4.1', true );

Underscores doesn't enque any javascript which rely on jquery. So a default install will not load the default jquery in WordPress without it being set as a dependency when enqueing a javascript file with wp_enqueue_script.

An example of loading bootstrap into underscore and loading jquery from WordPress is

wp_enqueue_script('bootstrap', get_template_directory_uri().'/assets/javascripts/bootstrap.min.js', array('jquery'),'v3',true);

You can do the same with a jquery file from a CDN registered in WordPress