A script I've used in the past successfully is Slideshow pro. It might not seem the easiest to install at fist glance, but their manual's great so you should be fine. They also have a product called slide show director (I think) which lets you upload image galleries to your (separate) space without having to go near your site.
That's one option... (and thinking about it you might need Abobe Flash for that)...
Another is to use a Flickr applet to display galleries (there are loads of these about): http://www.db798.com/pictobrowser/
is just one such tool. That way, you can just upload photos to you Flickr account and then call these from your web pages.
Hope this helps.
I set up an account at Flickr and that Pictobrowser looks really good Rich! Thank you very much for taking the time to share that!
I just sent an email to the guy at Pictobrowser to see if I can edit out the link to Flickr and make it do a slideshow. I hope he answers. Got any idea's about how to do that?
I don't mind having the link to PictoBrowser there because the guy certainly deserves credit, but if I can't delete the external link to Flickr, can you or anyone else recommend something very similar to PictoBrowser that will create a slideshow with no external link to Flickr or whoever is hosting the photos?