The Romans themselves only used 'I', because 'J' hadn't been invented yet. The Roman 'I' was used to represent two sounds one a vowel, the other a consonant. Thus they wrote IVLIVS rather than JULIUS. In mediaeval times (I can't remember more precisely than that and my book's at home), the letter 'j' was developed to represent the consonant sound. 'J' was used to represent the consonant in Latin texts up to the late 19th/early 20th century, when it was gradually replaced by the 'i' as a conscious return to Roman practice.

Bingley