I like the way Mac OS X lets you choose any album from iPhoto to use as a set of desktop background images. In particular, using iPhoto albums to create sets of images saves disk space because the same image can be displayed in multiple sets ("albums") even though it's only physically stored on disk just once. I had a number of images that I didn't want to store in iPhoto, but that I did want to use as desktop backgrounds in some sets and that I didn't want to duplicate.
The solution turned out to be to simple but a little tricky. Using the Desktop & Screen Saver System Preferences panel, you can select any arbitrary folder to use for desktop backgrounds. If you fill this folder with Unix symbolic links that all have an absolute POSIX path specified for the link, Desktop & Screen Saver finds and follows each image. However, only symbolic links with an absolute path (or hard links, of course) work. Notably, Mac OS X "aliases" do not work.
So, by way of example, if I have five pictures, 1.jpg through 5.jpg, that I want to display in two sets of background images, set A and set B, I can simply do this in Terminal:
Mac OS X Hints
http://hints.macworld.com/article.php?story=20080322211416572