After using iPhoto for about 18 months now, I only just discovered today that I could remove a photo from an album and delete it from the library by selecting the photo in the album and pressing option-command-delete. No more trawling through the library looking for unwanted photos for me! I don't know when this was introduced but back in iPhoto 2 I did a lot of googling for this feature and it apparently didn't exist in that version. I'm using iPhoto 4.