Not long ago, Zeldman was talking about Todd Dominey's nifty (and compact!) Flash slide show widget. It's a very simple download, and it's very easy to install and customize. (You don't even need to own Flash to use it)
Just for fun, I made a Tinderbox agent that grabs the images in my little Web gallery and builds the simple XML file that Dominey's widget uses. So, voila! Here's a Flash slideshow that displays whatever is currently in the gallery.