Depends on what you want to do. You can bridge Menalto's Gallery into Joomla (with a bit of hair pulling) there are tonnes of other galleries out there too, a simple fix I used for someone recently was to use a picasa component - my client uses picasa to create galleries and the component displays them within joomla.
Check out RSGallery2 - it plugs straight into joomla so there is no need for a bridge and their support forums are really helpful. Its also flexible and easy to use. In fact, it has to be one of the easiest to use gallery solutions for joomla on the market. Here is a link so you do not have to look it up - http://www.rsgallery2.net/ Here is the gallery demo - http://rsgallery2.net/component/option,com_rsgallery2/Itemid,7/ Some of the people that use rsgallery2 can really fix their sites up. At one time there was a module to put a random image in the joomla sidebar - which was a nice touch. When I had my joomla site I tried a bunch of gallery solutions, and I found RSGallery2 to be the easiest to install, set the permissions up and easiest for the end user.
i use the simple image gallery plugin. that way, your galleries are just articles and it's easy to organize and quick to upload photos to a folder via FTP. i liked it so much, i bought the pro version which allows for individual labels for each photo.
There is so many great galleries I like the light box it is so much professional. Here you can find all joomla extensions good luck http://extensions.joomla.org/
try http://tools.yootheme.com/yootools/extensions/yoogallery.html and http://tools.yootheme.com/yootools/free-stuff/yoosnapshots.html
I'm running RSGallery2 because I love their functionality and their constant updates. And yeah, like what ~kev~ said, straight into Joomla.