A lock screen. If they can't unlock the phone, they can't see the pictures.
If you want to really make them private, an encryption program, and encrypt each one, so even if they can get the files, they're just junk. But you'll have to decrypt each file before you can see it.
It can be easy and semi-secure or very secure and a pain, but it can't be easy and very secure. (The easier it is for you to get to the picture, the easier it is for others to get to it.)