As you know, the SharePoint 2010 User Profile synchronization features sync up all your people data as stored in Active Directory (or other LDAP service) — except your profile pictures, if your AD uses the jpegPhoto or thumbnailPhoto properties for those.
The main reason for this is quite simply that the PictureURL property is a URL field (storing only the HTTP address pointing to a picture file), whereas AD stores the entire image itself as a "binary large object" (blob). So any synchronization will involve downloading the pictures stored in AD, putting them somewhere HTTP-accessible, and then setting the PictureURL user profile property to the address of this copied image file.
We wanted a sync-all, batch solution — you launch it and it just runs — so we wrote a free tool to help you with this, greatly assisted (thanks again, Robert! :) by a User Profiles Web Part user who had a vested interest in such a tool.
We packaged this up with PeopleZen but you won't even need a license to keep using this free sync tool indefinitely. If you need the source code for more sophisticated customizations, simply contact us and we'll send it to you.