My theme's developer pointed me to Meteor Slide and I am so glad. They're amazingly easy to use, flexible, and have great documentation on their website.
For me, the tricky part was finding a slideshow that would let me have navigation through the slideshow AND have individual links from each slide (to ad sponsors or event details). Meteor handles it effortlessly. The one I found was convoluted, buggy, and cost money if you wanted more than a few slides. And it broke completely with WP 3.5.1. In contrast, Meteor Slides feels like a wish come true.