I like
CBS Sportsline for all sports photos. They offer the same AP photos as Yahoo but if you see a photo you like you can access the photo in any of three sizes (640x480 · 800x600 · 1024x768) and save it to your desktop or just save it to file. I've been collecting their MLB photos for three seasons. The photos don't stay up indefinitely, so you really need to check in every other day or so.