downloading photos

You could use an Automator workflow.
Get selected finder items (This being where you have selected the image files you want to rename)
Rename finder items (Use make sequential. Check new name button, but leave field blank)
Screen grab of the workflow todownload here;
http://homepage.mac.com/pauldavy/FileSharing12.html
You could use any number of variations on the theme. (Get folder contents or copy finder items, which would leave your original files untouched).
Suggest you have a play to find out what suits your needs best.

PB 17" Mac OS X (10.4.8)

I like the numbers to start at 1 and go up to as many photos I have.

Because of the way computers enterpret numbers, start at 0001 to get them in the right order!

Also found this:
http://www.apple.com/macosx/features/automator/example1.html
Which is much more comprehensive than my efforts...

Most cameras also offer the option to either keep numbering photos sequentially across downloads, or to start over from 0001 each time you clear the contents of your camera. My old Nikon camera defaulted to the former; my new one to the latter, but it was a configuration option in each case.