Gallery Without Plug-Ins

You can use WordPress’ native galleries.

Create or edit the page and then click the “Add an image” button (it looks like a tiny picture and it’s first from the left next to “Upload/Insert” above the post edit area. You can use this to upload the picture and WordPress will automatically generate the various sizes (including thumbnails). Now, it’s important to note that once you add an image via this method while writing or editing a post/page, it will be “assigned” to the post/page. Once you have uploaded all of the desired pictures, click the “Add an image” button again and go to the “Gallery” tab. Set your desired settings and click the “Insert Gallery” button at the bottom to add the gallery to your page.

This document describes the whole process in more detail.

Once you have it setup, there are plenty of good plugins to further “enhance” the gallery, like jQuery Lightbox For Native Galleries.