With due respect to cut out emailing them to yourself... I have always found by just tethering your phone to iTunes, Make in advance all pics you want on the phone in folders, Now click on your iPhone on the left side and at the top of iTunes you will find tabs that set out with Summary and go across like music, videos, photos.
Click on photos and it will show you every photo you have on your computer, Simply click the box next to each folder of photos and hen hitthe sync button. Now all your photos are on your phone as opposed to how long it would take you to email them to yourself. Just another sure and much faster way of doing it.
PS 1. and 3. would be the best choice I should have included.