If you have a Mac you can import them all into iPhoto and it will ask you if you want to keep or delete the photos/videos on the device.
If you don't have a Mac, I believe the only way is to select them one by one and then delete those that are selected. Could be wrong, but I haven't found any other way.
A better and simpler app which comes with OS X is Image Capture. You can import all photos in your camera roll into a folder and delete all afterwards.
A better and simpler app which comes with OS X is Image Capture. You can import all photos in your cameral roll into a folder and delete all afterwards.
Thank you Haruhiko. Image Capture is actually the app I use to import my photos onto my Mac but I never noticed there was a delete option. I probably click too fast and don't look around the rest of the application window. I have 2,500 photos on my iPhone and didn't feel like wasting an hour or two clicking them all.