The simplest way to transfer photos from an iPhone to PC selectively (not sync-all) Windows 7 user here, though access to a Mac (in case that'd be the only way to do this) wouldn't be impossible.

I know I could download iTunes and sync all the photos, but I have nearly 4000 of them and I'd only consider that a last-resort option. What would be simply perfect: Can I just browse them in Windows Explorer on my iPhone? If not Windows Explorer, some App. If I could even get a list of Albums part of my dreams would come true.
Windows 7 should see your connected iPhone as a Photo Camera. Just use the same software that you'd use for importing individual photos from a regular USB-connected camera. Also make sure to have your phone "trust" your computer by turning on the phone and selecting "trust" from the pop-up.



On OS X, you can use the built-in Image Capture utility (or iPhoto or Aperture if you have those).