I really hate having to use a different gallery program for my pictures and wanted to write something which would work directly from inside WordPress without having to mess with much (and would look good).
I rewrote a hack which allows you to upload pictures to your blog so you could upload a bunch of pictures using FTP, specify the folder you uploaded everything to and then have the thumbnails for all those pictures show up in your blog post (with shadows even!) with clickable thumbnails.
You might need to wrestle with the CSS a little bit to get it to look right with your blog.
Here is a link to the hack: