Now, to download all their albums only, go to someone's Photos tab from their profile, and look at the albums section at the bottom of the page. Right-click on one of the links under the photo album cover, and you will see a new shortcut called Download Album with FacePad, if you click this, it will start the download of photos by 20 at a time, you have to confirm to download every set of 20.
For your own photos, use Digi.me (previously SocialSafe).
To easily download someone's tagged photos, you will need Firefox, FlashGot, a website, http://myphotodownloader.com, and also a download manager such as Free Download Manager that will work with FlashGot. Note: this website only allows you to download tagged photos of your friends only.
Once FlashGot is installed, go to the MyPhotoDownloader website, login to Facebook, and it will take you back to the website. Then, type in the name of someone, and click the Tagged Photos button. This will give you a page with a link to every photo. Then all you have to do is right-click the page, and click FlashGot All (make sure you have disabled "Include images in this page", otherwise you'll end up with all the preview images too).
This will then send the links in a list over to Free Download Manager where it can begin download photo by photo.
And then you have photos! Enjoy :)