How do I execute ImageMagick\'s convert if I want a JPEG from the first page only of a multi-page PDF?
Don't use ImageMagick, use Ghostscript. ImageMagick calls Ghostscript to do the work anyway...
gs -sDEVICE=jpeg -sOutputFile= -dLastPage=1
You can also change the device to jpegcmyk (for CMYK output) or jpeggray for gray output, you can change the resolution using -r, use -dFirstPage and -dLastPage to extract a continuous range of pages, etc.