I would advise hosting it yourself. The potential advantage of getting links, sharing of your images, search traffic etc outweigh the effort involved in setting up a gallery IMO.
If possible, set it up so that each image you add creates an actual page -- the page displays the image and the caption and maybe the option to download it at higher resolution. That's a lot of fresh pages of content meaning a lot of opportunity to rank for long-tail keywords. This traffic may not be highly relevant to your business, but you may get some links and social sharing activity out of it, depending on the nature of the images.