That's usually done through iPhoto. I have always found iPhoto a stupid and limiting program. Most of my pictures are business-related and I don't need the cutesy bullshit overlay that you get with iPhoto. I just need jpegs I can deal with in a number of different ways.
I found an app (actually two - more about that below) in the app store that allows you to transfer pictures one at a time or as a whole bunch, in a zip file. It only takes seconds to accomplish and uses your computer browser to make it happen.
The first app I used is Photo Transfer App. Here is their web site:
http://www.phototransferapp.com/iphone/This one costs three bux and does what it says it does, which is establish a very simple ftp connection between your computer and your iDevice, assuming they are both on the same wifi subnetwork. You fire up your computer's browser, enter the address the app displays on the iDevice (usually an address in your wifi network with an appended 4 digit number). The connection is instantly established. You then select the pictures you want to upload or download and click the button to do it and its done. Very cool. Very easy.
I have since discovered a free app that does the same thing and, so far, seems to work just as well. It is WiFi Photo Transfer. They have a pretty minimal site, but since it is a free app, that's not much of a red flag. Here's the link:
http://wifiphoto.bjano.hu/