I create a user account for the client, then put the files in a directory password protected so only they can reach it.
Then I email the client both an HTTP URL (so they can use a browser) and FTP instructions so they can also use Smart FTP (PC) or Fetch (Mac) to download the files.
So, that's one approach. If you really want to let clients pick and choose selections from a gallery of images, then take a look at Gallery (
http://gallery.menalto.com). It's a PHP application you load onto your web server. You can create user accounts, upload pictures, have users build their own light boxes, and then download images.