Your artwork can be either CMYK or RGB, but we would highly encourage you to convert your images into CMYK before making your order. This allows you to "soft-proof" your images on screen and see how the colors will look. If you supply your images in RGB they will be automatically converted to CMYK. RGB colors may appear duller or desaturated when printed (and we're sure you don't want that).
We've also created a more in-depth explanation about the differences here: CMYK and RGB.
Please also ensure that all transparencies are flattened for printing.