The method i use is:
1- Post the photos to flickr
2- Create the thread with the thumbnails of the photos (created automaticaly by flickr)
3- Create a link on every image to their bigger size on flickr
I think this is a good method, because on the load of the page, only the small size of the photos are opened, leaving the page more "light".
It's also good because we don't use disk space from the forum.
just my 2cents.
Example thread:
Some flowers and plus... in Lisbon
ps.: i can create a small guide if anyone is interessted.