On this site I’m using mod rewrite in combination with my .htaccess file to rewrite my URLs.  Which is fine.  The directions to do so are carefully documented on the EE Wiki

One thing to note.  If you use the images gallery, put the images or photos you want to display in a directory on the server and call it something other than “gallery”.  If you call it “gallery” you will mess up the way the image gallery performs.