Just decide where you want to store the photos, built-in photo library or apps documents folder or both (I'd go with photo library for users's convenience in watching, deleting, synchronizing etc.). If you choose documents folder, don't forget to support deleting ... Disk space is the users problem.
If you choose only to store in photos library and want access the photos later from within the app, you have to save the urls of the saved images. This answer tells you how it works.
Loading the photos in scroll view will need some optimization, i.e. it wouldn't be a good idea to load all photos in memory, but only the visible ones. As another answer says, the re-use of cell in UITableView could be a solution, but I think, UITableView is for the typical iPhone table, adjusting and customizing it and its UITableViewCells isn't worth it, if the only reason is memory usage.
I'd go with UIScrollView and react upon the delegate's methods to load new content and drop old one. If you want a non-paging UIScrollView you should use scrollViewDidScroll , which is fired really often, so maybe there will be need for another optimization - test it. A paging UIScrollView seems to be easier to me. Just react on scrollViewDidEndDecelerating for loading and dropping content.
Hope that helps.