A couple things:
One problem you are probably running into is that from a device perspective, photos are only addable to photo stream when they are first taken. Taking a photo with photo stream enabled automatically puts it in the photo stream, however you cannot choose to send an existing photo to the photo stream.
This however, is not true of a computer. On a Mac for instance, you could take a photo from iPhoto, and add it to the category in iPhoto labeled Photo Stream. It would then go to all of your devices.
You can use Photo stream to get photos to your phone in this way, however also remember that it is still possible to sync them over using iTunes, like this :
Be sure to click on the name of your phone on the left hand side, at the top choose Photos, and configure these settings to sync to the iPhoto library of your choice. This will add the albums, etc that you choose, to your device Obviously, for a PC, you would not be using iPhoto, you would basically just choose Desktop as the synced location, and choose folders on your desktop that contain photos, but the same idea.