Most of the online photo sites allow you to show your pictures as a slideshow. I have a shutterfly account and it includes slideshows.
For even nicer ones you can go to one of the services that charge a fee. I use Phanfare to share pictures with friends and family. It makes very nice slideshows. Full screen option, captions, background music, etc. They also store your images at full resolution which provides a good backup. It is a subscription service though, you have to pay their annual fee to use it.
If you are talking about a slideshow you can view without a computer it is more complicated. I picked up a copy of Roxio Creator at Costco. One of it's features is that it will make a slideshow in movie format that you can burn onto a DVD. That allows you to use any TV/DVD player combination to view the slideshow. An extra cost option is to generate Blu-Ray format for HD images. That requires a Blu-Ray DVD burner, which is something I don't have.