Syncing is probably the easiest way - you can get photos onto the device via other methods e.g. email attachments, but if you want to copy a number of photos over to it then syncing is probably the easiest.
Syncing also allows you to keep the photos organised in the same way as you have them on your computer, as each folder gets its own album - though you need to sync all the photos that you want on the device together in one go, as only the most recent sync remains on the device, not including them in a subsequent sync is how you delete them from the device.
There are also third-party apps that allow you to transfer photos to/from the device and your computer via your wifi network (e.g. Simple Transfer), but they will only copy photos into the Camera Roll / Saved Photos album in the Photos app on the device - though if you have iOS 5 you can then create new albums on the device and copy the photos into them
