There are several that I use.... simply because they all have slightly different functions and benefits.
Firstly if you want to simply just mirror the entire website then get this...
http://www.httrack.com/
But if you are using Firefox then you should grab these tools...
The flashgot extension... Instructions
here
Also, you can get the Save Image in Folder extension which is quite useful.
http://mozext.achimonline.de/saveimageinfolder_about.php
Also try Fabulous Fusker....
http://www.fabulousfusker.com/
Down them all... will grab all the files of a certain type on a web page and download them all to a pre-detrmined location.
http://www.downthemall.net/
Screen grab captures an entire web page as an image...
http://www.screengrab.org/
Then outside of Firefox you can try Bulk Image Downloader...
http://bulkimagedownloader.com/
It's not free, but worth every penny of the registration fee!
Then finally, you should also go into your browser settings/options and find the javascript section.
Leave Javascript enabled, but turn off all the other features like (allow javascript to replace context menus, allow javascript to resize windows, etc.).
That is because some websites use Javascript to prevent you from right clicking and saving an image.