Chrome: Whether or not you're planning to migrate from Facebook to some other service or you just want to back up all of your Facebook photos for posterity, PhotoLive is a Chrome extension that lets you download your photos an album at a time.
Once installed, the PhotoLive extension adds a button at the top of each Facebook photo album that you can click to download all of the photos in that album at one time. The app doesn't need your Facebook credentials to do so either: as long as you have access to the photos, whether you're logged in or not, PhotoLive can download the album.
PhotoLive also has a "manual save" option that lets you download photos one at a time if you're using another browser or just want one photo, but you'll have to paste in the URL of each photo individually to download them. The developers say extensions for other browsers and other photo-hosting services are on the way soon.