In summary, for $k \ge 1$ and $0 < a \le 2 \pi$, we have $$\begin{align}\sum_{n=1}^{\infty} \frac{J_{k}(an)}{n^{k}} &= \int_{0}^{\infty} \frac{J_{k}(ax)}{x^{k}} \, dx - \frac{1}{2} \, \operatorname{Res} \left[\frac{\pi J_{k}(az) \cot(\pi z)}{z^{k}},0 \right] \\ &= a^{k-1} \, \frac{2^{-k} \, \Gamma(\frac{1}{2})}{\Gamma(k+ \frac{1}{2})}- \frac{1}{2} \frac{a^{k}}{2^{k}k!} \tag{1}\\ &=\frac{a^{k-1}}{(2k-1)!!} - \frac{a^{k}}{2^{k+1} k!} . \tag{2}\end{align}$$
$(1)$ The pole at the origin is a simple pole regardless of the value of $k$.
$(2)$ http://mathworld.wolfram.com/DoubleFactorial.html (2)
(The formula should seemingly also hold for $k=0$ if $0 < a \ {\color{red}{<}} \ 2 \pi$, but the argument is a bit more subtle.)
UPDATE 3:
I think I finally understand what's going on.
For a positive parameter $a$, $J_{k}(az)$ behaves like a constant times $\displaystyle \frac{e^{-iaz}}{\sqrt{az}}$ as $\text{Im}(z) \to + \infty$, and a constant times $ \displaystyle \frac{e^{iaz}}{\sqrt{az}}$ as $\text{Im}(z) \to - \infty$.
As $\text{Im}(z) \to +\infty$, $$e^{-iaz} \left(\cot (\pi z) +i \right) = e^{-iaz} e^{i \pi z} \csc(\pi z) \to 0 $$ if $a < 2 \pi$ (and remains bounded if $a = 2 \pi$).
Similarly, as $\text{Im}(z) \to - \infty$, $$e^{iaz} \left(\cot(\pi z) - i \right)= e^{i az} e^{- i \pi z} \csc(\pi z) \to 0$$ if $a< 2 \pi$ (and remains bounded if $a = 2 \pi$).
UPDATE 2:
The issue is most likely replacing $\cot(\pi z)$ with $\mp i$ when letting $y \to \pm \infty$. (Thanks to Daniel Fischer for pointing this out.)
Since $J_{k}(az)$ doesn't remain bounded as $\text{Im}(z) \to \pm \infty$, this is not immediately justified by the dominated convergence theorem.
If would appear that we can only do this when $a \le 2 \pi$, but the reason is unclear.
UPDATE 1:
Until I figure out why the positive parameter $a$ must be less than or equal to $2 \pi$, this answer is incomplete.
I will first use contour integration to confirm that $$\sum_{n=1}^{\infty} \frac{J_{1}(n)}{n} = \frac{3}{4}.$$
I'm going to use the fact that $$\int_{-\infty}^{\infty} \frac{J_{1}(x)}{x} \, dx = 2 \int_{0}^{\infty} \frac{J_{1}(x)}{x} \, dx = 2.$$
(One can use Ramanujan's master theorem to find the Mellin transform of $J_{\nu}(x)$. See Example 4.4 HERE.)
Let's integrate the function $$f(z) = \frac{\pi J_{1}(z) \cot(\pi z)}{z}$$ counterclockwise around a rectangular contour with vertices at $ \pm \left(N+ \frac{1}{2}\right) \pm iy$, where $N$ is a positive integer and $y >0$. (Recall that $J_{1}(z)$ is an entire function.)
Doing so, we get $$\small \int_{-N - 1/2}^{N+1/2} \frac{\pi J_{1}(t-iy)\cot\left(\pi(t-iy)\right)}{t-iy} \, dt + \int_{-y}^{y} \frac{\pi J_{1} \left(N+ \frac{1}{2}+it \right)\cot \left(\pi (N+ \frac{1}{2}+it) \right)}{N+ \frac{1}{2}+it} \, i \, dt$$
$$ \small + \int_{N + 1/2}^{-N-1/2} \frac{\pi J_{1}(t+iy)\cot\left(\pi(t+iy)\right)}{t+iy} \, dt + \int_{y}^{-y} \frac{\pi J_{1} \left(-N- \frac{1}{2}+it \right)\cot \left(\pi (-N-\frac{1}{2}+it) \right)}{-N- \frac{1}{2}+it} \, i \, dt$$
$$ \small = 2 \pi i \sum_{n=-N}^{N} \operatorname{Res}[f(z), n].$$
If we let $N$ go to infinity through the positive integers, the second and fourth integrals will vanish since, among other things, the magnitude of $J_{1}\left(N+ \frac{1}{2} + it\right)$ and $J_{1}\left(- N- \frac{1}{2}+it\right) $ will remain bounded if $t$ remains bounded. (This follows from the asymptotic behavior of the $J_{1}(z)$ for large $z$.)
So we're left with $$\int_{-\infty}^{\infty} \frac{\pi J_{1}(t-iy)\cot\left(\pi(t-iy)\right)}{t-iy} \, dt -\int_{-\infty}^{\infty} \frac{\pi J_{1}(t+iy)\cot\left(\pi(t+iy)\right)}{t+iy} \, dt $$
$$ = 2 \pi i \sum_{n=-\infty}^{\infty}\operatorname{Res}[f(z), n] = 2 \pi i \left(2 \sum_{n=1}^{\infty} \frac{J_{1}(n)}{n} + \operatorname{Res}[f(z), 0]\right)$$
$$ = 2 \pi i \left(2 \sum_{n=1}^{\infty} \frac{J_{1}(n)}{n} + \frac{1}{2} \right).$$
Now we can let $y \to \infty$ and use the fact that $\cot(z) \to \mp i$ uniformly as $\operatorname{Im}(z) \to \pm \infty$ to conclude that $$\sum_{n=1}^{\infty} \frac{J_{1}(n)}{n} = \frac{1}{4} \lim_{y \to \infty} \int_{-\infty}^{\infty} \frac{J_{1}(t-iy)}{t+iy} \, dt +\frac{1}{4} \lim_{y \to \infty} \int_{-\infty}^{\infty} \frac{J_{1}(t+iy)}{t+iy} \, dt - \frac{1}{4}. $$
The last step is to argue that $$\int_{-\infty}^{\infty} \frac{J_{1}(t+iy)}{t+iy} \, dt = \int_{-\infty}^{\infty} \frac{J_{1}(t-iy)}{t-iy} \, dt = \int_{-\infty}^{\infty} \frac{J_{1}(x)}{x} \, dx =2 $$ for all $y>0$.
One can show this by integrating $\frac{J_{1}(z)}{z}$ around rectangular contours in the upper and lower half-planes, and then letting the widths of the rectangles go to $\infty$.
A similar approach shows that $$\begin{align} \sum_{n=1}^{\infty} \frac{J_{2}(n)}{n^{2}} &= \frac{1}{2} \int_{-\infty}^{\infty} \frac{J_{2}(x)}{x^{2}} \, dx - \frac{1}{2} \, \operatorname{Res}\left[\frac{\pi J_{2}(z) \cot(\pi z)}{z^{2}},0 \right] \\ &= \frac{1}{2} \left(\frac{2}{3} \right) - \frac{1}{2} \left(\frac{1}{8} \right) \\ &= \frac{13}{48}. \end{align}$$
In general, for $a>0$, it would seem that $$\begin{align} \sum_{n=1}^{\infty} \frac{J_{1}(an)}{n} &= \frac{1}{2} \int_{-\infty}^{\infty} \frac{J_{1}(ax)}{x} \, dx - \frac{1}{2} \, \operatorname{Res} \left[\frac{\pi J_{1}(az) \cot(\pi z)}{z},0 \right] \\ &= \frac{1}{2} \int_{-\infty}^{\infty} \frac{J_{1}(u)}{u} \, du - \frac{1}{2} \left(\frac{a}{2} \right) \\ &=1 - \frac{a}{4}, \end{align}$$
$$ \begin{align} \sum_{n=1}^{\infty} \frac{J_{2}(an)}{n^{2}} &= \frac{1}{2} \int_{-\infty}^{\infty} \frac{J_{2}(ax)}{x^{2}}- \frac{1}{2} \, \operatorname{Res} \left[\frac{\pi J_{2}(az)\cot (\pi z)}{z^{2}} ,0\right] \\ &= \frac{a}{2} \int_{-\infty}^{\infty} \frac{J_{2}(u)}{u^{2}} \, du - \frac{1}{2} \left(\frac{a^{2}}{8} \right) \\ &= \frac{a}{3} - \frac{a^{2}}{16}, \end{align} $$
$$\begin{align} \sum_{n=1}^{\infty} \frac{J_{3}(an)}{n^{3}} &= \frac{1}{2} \int_{-\infty}^{\infty} \frac{J_{3}(ax)}{x^{3}}- \frac{1}{2} \, \operatorname{Res} \left[\frac{\pi J_{3}(az)\cot (\pi z)}{z^{3}} ,0\right] \\ &= \frac{a^{2}}{2} \int_{-\infty}^{\infty} \frac{J_{3}(u)}{u^{3}} \, du - \frac{1}{2} \left(\frac{a^{3}}{48} \right) \\ &= \frac{a^{2}}{15} - \frac{a^{3}}{96}, \end{align} $$ etc.
But numerical approximations suggest that we need the additional restriction $a \le 2 \pi$.
(The first series converges very slowly when $a = 2 \pi$, but it does appear to be converging to $1- \frac{\pi}{2}$.)
I don't immediately see why this particular restriction on $a$ is needed, but the formulas themselves suggest that a restriction of some sort is needed since they don't make sense for large values of $a$.
$$ S_3=\sum_{n\geq1}\frac{(-1)^nJ_3(n)}{n^3}=-\frac{1}{96}\ S_4=\sum_{n\geq1}\frac{(-1)^nJ_4(n)}{n^4}=-\frac{1}{768}\ S_5=\sum_{n\geq1}\frac{(-1)^nJ_5(n)}{n^5}=-\frac{1}{7680}\ S_6=\sum_{n\geq1}\frac{(-1)^nJ_6(n)}{n^6}=-\frac{1}{92160}\ $$
– tired Feb 19 '17 at 18:58$$ \mathcal{S}1=\sum{n\geq1}\frac{J_1(n)}{n}\approx\frac{3}{4}\ \mathcal{S}2=\sum{n\geq1}\frac{J_2(n)}{n^2}\approx\frac{13}{48}\ \mathcal{S}3=\sum{n\geq1}\frac{J_3(n)}{n^3}\approx\frac{9}{160} $$
– tired Feb 20 '17 at 00:06