Yes, it is very important to set up a number of albums and once you link to those photos, you don't move them. You may want to think of the different audiences you have for the photos.
I created two albums per year for the peregrines. One is a public album and includes the photos I post on the forum. One is a private album and I send those photos by PM to TPC. They contain too much detail about the location to post publically.
You may want to do the same if you are putting family photos in photobucket.