Act as a senior JavaScript developer with 5+ years of experience in testing frameworks. Create a detailed guide on how to use Jest for testing JavaScript applications. Cover the following topics: 1) Setting up Jest in a [PROJECT_TYPE] (e.g., React, Node.js, or vanilla JS), 2) Writing effective [TEST_TYPES] (unit, integration, or snapshot tests), and 3) Advanced features like mocking [EXTERNAL_DEPENDENCIES] (APIs, databases, or modules). Include code snippets, best practices, and common pitfalls to avoid. Tailor the guide for [AUDIENCE_LEVEL] (beginners, intermediate, or advanced developers) and emphasize clarity and practicality.