I was going to ask this same question.
Is this something we can change via templates or is it hardcoded?
I would like the Highslide JS lightbox as it offers some neat features > you can open more than one image at a time and you can move them around on the screen. This works really well for product catalog type galleries as you can closely compare two products. The plugin also has most of the features Scott was looking for in his "I'm going to rebuild SG" blog post from awhile back = html slides, video slides, etc.
Check out Highslide JS here. Also, a pretty slick Highslide editor (writes the code for all the different options for you) here.
This is the plugin that the DNN module Live Content uses. And of course Ultra Media Gallery uses it in a couple of their presentation templates.
Edit: Just saw that it is dual licensed so this would have to be something end users added to a template. Unless Scott wanted to look into a commercial lic. for it which I probably wouldn't do if I were him. Although such a lic. must not be too involved if so many other DNN modules are using it??