If your just going to be showing images jQuery Cycle is the way to go. It is very light and you simply call the js in your theme then wrap your images in a div ie:
<div class="pics">
<img src="https://wordpress.stackexchange.com/questions/1807/images/beach1.jpg" width="200" height="200" />
<img src="images/beach2.jpg" width="200" height="200" />
<img src="images/beach3.jpg" width="200" height="200" />
</div>
Then add the call in your footer ie:
<script type="text/javascript">
;( function( $ ) {
$('.pics').cycle('fade');
} )( jQuery );
</script>
If your looking for a simple slider that calls posts by category and can be embedded in a post, page, or widget using shortcodes check out my WP Coda Slider Plugin that I recently released.