Of whom is God jealous? You shall not bow down to them or worship them; for I, the LORD your
  God, am a jealous God, punishing the children for the sin of the
  fathers to the third and fourth generation of those who hate me, (Exodus 20:5, NIV)


If there is only one God, who is God jealous of?


Note:
Please see this question on Biblical Hermeneutics about the translation or definition of this passage.
The better question may be "What is it that God is jealous of?"  He is righteously jealous of the devotion and affections of His people.  This is mirrored in our own lives as a married individual is righteously jealous for the affections and devotion of his or her spouse.  Furthermore, a father or mother is righteously jealous for the affections of their children.  If their children started calling other men and women "Dad" and "Mom", it would be a tremendous insult to them, because they alone are the ones that have the true parental devotion to their children.

So, God is not jealous of another god or another being, but for the affections of His people.