Many website owners need photo galleries for their content. There are essentially three options for someone who wants an online photo gallery:
1. Use one of the gallery scripts supplied and installed by your web hosting provider (if available)
2. Download a free or commercial gallery application and install it on your server
3. Use a third-party photo sharing or gallery hosting site.
The advantage of a locally hosted gallery on your own server is that you can usually easily export your gallery and take it to another host. You also have full control over customization and features (especially if you are using an open source product). With option #1 the biggest disadvantage is that you are limited to whatever your web host provides, which may or may not be available if you switch to another host. The disadvantage of #2 is that you are responsible for updates and maintaining the security and stability of the gallery.
Option #3 eliminates the disadvantages of #1 and #2. Your gallery is maintained by another company and hosted on a remote server. You never have to worry about upgrades. The big disadvantage is that you do not have control over your own content and may not be able to easily export it and take it to another host or gallery.