The iPhone does not have an obvious way to delete multiple photos from the camera roll. You can sync your iPhone and delete all of them at that point, but if you want to delete some of them there is no obvious way to do so without deleting them from iPhoto or iTunes.

The less obvious way to do this is by using the Image Capture program on the Mac. With your iPhone connected launch this program and select the "Download Some" button. You can then browser the camera roll on your iPhone and delete any photos that you want to get rid of.