Fotorama is a nice-looking, highly flexible image gallery plugin for jQuery that works in both desktop and iPhone and mobile devices.
It offers multiple options for browsing through the images including thumbnails, prev-next buttons, swiping, slideshow or bullet navigation.
The thumbnails can either be prepared and defined manually for maximum quality or the plugin will display a stretched version of the original images.

Images can have captions, the image to be displayed on initial load can be defined and transition duration can be changed.
There are also multiple options for arranging dimensions and positions of the slider and thumbnails (can be vertical too).
Requirements: jQuery
Compatibility: All Major Desktop & Mobile Browsers
Website: http://fotoramajs.com/