I've been using an automated technique I originally found at iPhone Dev SDK. Include the images in your app's resources, then:
UIImage *image = [UIImage imageWithName:@"imageName.jpg"];
UIImageWriteToSavedPhotosAlbum(image, nil, nil, nil);
http://www.iphonedevsdk.com/forum/iphone-sdk-development/2225-no-photos-in-iphone-simulator-how-to-add-photos.html