galleria – going to use this for the new stefanbeckman.com
http://galleria.aino.se/

simple and small footprint fade in/out:

http://blarnee.com/wp/new-release-the-820-byte-jquery-slideshow-component/

this is the one i use for total control:

http://jquery.malsup.com/cycle/

another option

http://tobia.github.com/CrossSlide/

if you’re doing a newscroller i’d use this:

http://cssglobe.com/post/5780/easy-slider-17-numeric-navigation-jquery-slider