It's by application. Adobe apps, for instance, do let you insert ranges and random pages (like "1,2,4" for instance), but they use their own Print dialog, not the built-in OS X one. Any program (web browser, Preview, any iLife app) that uses the built-in OS X print dialog only has the "From X to Y" input, so you can only do a range.
However, if you change "Copies & Pages" to "Paper Handling" you should have the option to print only even pages or only odd pages. Combining that with a range can narrow things down; for instance, if you wanted pages 3 and 5, you could say From 3 to 5, plus check "only odd" and page 4 wouldn't print.