From AGG 0.2.4 onwards, you can use a feature, called "Title Pictures", which allows you to insert custom slides between the photos, that describe the place or date of an event, or indeed, any text you see fit.
Personally I've found this feature to be most useful in separating the pictures from different cities (when on a long trip), or the events from different days. An example gallery, that uses title pictures can be seen here.

Using Title Pictures

When you have your gallery project mostly ready, you can go on to add title pictures. Scroll to the image where you want to insert the title picture (usually you want to select the first picture from some place/day/etc.), and click on Gallery->Add title picture...; the dialog (shown above) will appear. Type the text of the title picture in the input box. Note that text will be centered; each line of text will be individually centered.

As you can see in the example, you can also use HTML-like tags to apply Bold, Italic, and Underline effects. Unlike HTML, a tag applies to a whole line, and you need a tag only in the beginning (actually, all tags must be in the beginning). The following tags are supported:

• <b> - makes the subsequent text on the line Bold;
• <i> - makes the subsequent text on the line Italic;
• <u> - makes the subsequent text on the line Underlined;
• <xx%> - makes the text larger or smaller, relative to the default size (and the default size depends on the size of the images, i.e., on the "Resize pictures to" parameter in the gallery config). 100% means nominal size, 50% is half, 133% is one third more, etc.;

You can put several tags for the same line; they all apply. For example "<b><125%><i>Bla bla" is a perfectly valid line. Note that you don't need closing tags!
When you're ready with the text, it's recommended to click on the Preview button, to see how the Title Picture will look like in the final gallery.

Miscellany

• The Title Pictures' dimensions are always 4:3.
• The font used to render the Title Pictures is the same as the one, selected in the project config (AGG will use the first font in the list that is present on the system, much like a web-browser does).
• The Text Color and Background Color of the title pictures are by default the same as what the project uses (and it's good to keep them for consistency). In that case, these colors are kept in sync with the project config (e.g., if you change the project settings, the Title Pictures will change their colors as well). If you specify other colors, the sync is no longer working - Title pictures would stay in the colors you specified.