Uses Python's iglob iterator to work on files in sequence.

IterateOverFiles.py

import glob

num_files = len(glob.glob('*.jpg'))
if num_files > 0:
    print("Found {0} JPEG files".format(num_files))
    jpeg_files = glob.iglob('*.jpg')
    for count, filename in enumerate(jpeg_files, start=1):
        print("----\n")
        percent_complete = int((count * 100) / num_files)
        print("File: {0} ({1} of {2}; {3}%).".format(
               filename, count, num_files, percent_complete))
        if count == num_files:
            print("Working on {0}...".format(filename))
            # do stuff
            print("That was the last file.\n")
        else:
            print("Working on {0}...\n".format(filename))
            # do stuff
else:
    print("No .jpg files in current directory. Exiting.")
    pass