We can't deny that Facebook is becoming more popular and is a powerful tool to use in promoting your website
Here is a way you can upload your images to Facebook and embed them into your website.
This save the effort of having to upload images twice and has the added benefit of saving on your hosting bandwidth and disk space.
The drawback is that if an image is not shared to the public in Facebook it will create an error on your website. (That is if Facebook has their security and privacy working as it should)
As with inserting images from your own website, you can click "Appearance" in the insert dialouge box to set the dimensions. In this case it will be acceptable to change the dimensions.
Although you can insert any image from any website in the manner it is considered bad practice to do so as you will effectively be committing a "cyber crime" by stealing bandwidth from the other website. Facebook allows you to share your albums so in my opinion it will be fine to embed images from Facebook in this way. The be on the save side, if the image is owned by someone other than yourself the owner most probably holds the copyright to the image and you should ask his / her permission to use the image.