In the old days, going through a photo album meant that the person who took the photos had to be there to explain some of the situations that were captured. With Facebook this is no longer a problem, as captions can be included to do the same thing. However many users can’t be bothered with writing captions for every photo, especially if they are uploading vast numbers. There are a few solutions to this problem.

Uploading via email is an option that Facebook gives its users. When this method is used, the subject line of the email turns into the caption on Facebook. The only drawback to this method is that if multiple photos are uploaded, then the subject line becomes the caption for all the photos.
A better method would be to use a desktop application. This will allow you to organize your photos, add captions and edit other information before you upload. So all you have to do thereafter is, upload and forget about it. Some apps even offer a few extra features like bulk captioning and so on.

Another method you can use is the Picasa plugin called the Picasa Uploader. This will allow you to upload your pictures straight from Picasa, making your life very easy. This also means that if you have already captioned your photos in Picasa, the uploader will pick it up saving you the trouble of doing captions all over again. It also allows you to create new albums on Facebook.