I had this happen to me recently and I was using Firefox 3.0.9-10. Basically, every time I logged into Gmail, I would have to click the link to 'Always display images' for every email with an image. The setting wouldn't stick between sessions. I found that I had to clear the cache and cookies of the browser, then log into Gmail and click the link for each address. It now sticks between sessions.
– Main.FredPettis - 22 May 2009