How to cycle many photos on a webpage

I want to cycle pictures on a webpage as is being done on the following webpage:
 http://www.ucabc.ca/index.php/home
On top of that, I want to add subtitles (some explanation about what is going on in the picture). What is the best way to do that?  I have a few ideas:
 1. To store the picture in a folder but store the subtitle of the picture in the database.
2. To add the subtitle of the picture and end up with a composite picture. This seems to be preferable; traffic to from the database is avoided.
If you have sampe code please pass it on to me.
 Thanks,
Wango
 
 
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