From what research I have found other than drag and drop or Save Image, which is good for a single image at a time, is to have an Add-On for your Browser or a Web App that will download all the images from a single web page at once .
To download a lot of the images from a website, I had good luck with the free (GPL) HTTrack Website Copier (http://www.httrack.com/).
They have pre-compiled Windows versions, and a "Linux/OSX/BSD/Unix sources" version, which means for OS X you'd have to compile it (not everybody's cup of tea). I had problems compiling the 3.48.13 version (on OS X 10.8.5), so I ended up using the 3.47.27 version which compiled easily. (There's now a 3.48.19 source version which may have fixed the compiling problem I had.)
It's not beautiful by any means, and takes a moderate amount of effort if you want to use filters but it gets the job done pretty easily overall!