Python, 324 chars, score = 319

f=0xf
x=0x12413624725935836a45647b48d58c59e69d6af78989abcdcdedef
Z=[(x>>12*i&f,x>>12*i+4&f,x>>12*i+8&f)for i in range(18)]
M=[[65532,'']]
for i in' '*13:
 Q=[]
 for p,m in M:
  for a,b,c in[x[::-1]for x in Z]+Z:
   if p>>a&p>>b&~p>>c&1:Q+=[[p^2**a^2**b^2**c,m+"Peg %d jumps Peg %d to Hole %d.\n"%(a,b,c)]]
 M=Q
print M[0][1]

The peg state is kept as a bitmask. M contains a list of peg states and the instructions to get to that state.

I could make it print out all of the solutions as well (there are 29760 of them), but it would cost more than 10 characters to do it.

I can't post it on ideone as it takes about 90 seconds to run.

Python, 324 chars, score = 319

f=0xf
x=0x12413624725935836a45647b48d58c59e69d6af78989abcdcdedef
Z=[(x>>12*i&f,x>>12*i+4&f,x>>12*i+8&f)for i in range(18)]
M=[[65532,'']]
for i in' '*13:
 Q=[]
 for p,m in M:
  for a,b,c in[x[::-1]for x in Z]+Z:
   if p>>a&p>>b&~p>>c&1:Q+=[[p^2**a^2**b^2**c,m+"Peg %d jumps Peg %d to Hole %d.\n"%(a,b,c)]]
 M=Q
print M[0][1]

The peg state is kept as a bitmask. M contains a list of peg states and the instructions to get to that state.

I could make it print out all of the solutions as well (there are 29760 of them), but it would cost more than 10 characters to do it.

I can't post it on ideone as it takes about 90 seconds to run.

Output:

Peg 6 jumps Peg 3 to Hole 1.
Peg 4 jumps Peg 5 to Hole 6.
Peg 1 jumps Peg 2 to Hole 4.
Peg 14 jumps Peg 9 to Hole 5.
Peg 12 jumps Peg 13 to Hole 14.
Peg 7 jumps Peg 8 to Hole 9.
Peg 10 jumps Peg 6 to Hole 3.
Peg 4 jumps Peg 5 to Hole 6.
Peg 3 jumps Peg 6 to Hole 10.
Peg 15 jumps Peg 10 to Hole 6.
Peg 6 jumps Peg 9 to Hole 13.
Peg 14 jumps Peg 13 to Hole 12.
Peg 11 jumps Peg 12 to Hole 13.