A thing I like to do, for all slideshows, is to throw jQuery Cycle into the template. Essentially this allows me to make a slideshow out of practically anything... especially for headers I will often call the content of posts from a specific category into the header, and jQuery Cycle will take care of the rest. So I can make a slideshow that is a mix of various content, say text and images. You can take this further, and e.g. call the newest post of a set of categories, sort of creating a highlight of content.
For images, I will basically:
1. Install NextGEN Gallery
2. Create the picture gallery using the plugin
3. Insert the gallery into an article
4. Call that article into a div
5. Have jQuery Cycle create a slideshow out of the images placed by the plugin into the single article
Sure, more complicated then using a ready slideshow plugin perhaps, but a separate gallery plugin is good in many other ways as well. In addition, the article slideshow method allows for practically endless possibilities. jQuery Cycle also features a whole bunch of effects, which is always nice.