I'm use to using Windows and a little icon would pop up in My Computer and then I would just browse to the photos I wanted then copy them or whatever. I can't seem to figure out how it works with a Mac?
If you open iPhoto your iPhone will connect to it and show in the side just like it does in iTunes. Then you can choose to import all the photos out of your camera roll.
There a program you can use, I forget the name but it is from the people who do pod to mac, just google that and you will find it. Best thing is it is free!
...where you can change what happens when the phone is connected. If you want, you can make it default to image capture to just import them from there, or you can pick another image-management program.
Basically, if it can import from a digital camera then it can import from the iPhone. You just have to tell image capture to use that program.