There are a variety of ways to integrate a jQuery slider with your WordPress install. The easiest way is to simply find a theme with a slide built-in. If you want to go a little more advanced you can use a plugin to integrate the slider into any theme. But for full control over your slider it’s best to do it yourself (advanced). The WooPlugin package from WooThemes helps make this process a bit easier than it would be just starting from scratch. Scott Chow goes over some additional options in his tutorial on designing a blog using WordPress.org
You just need to add some ideas to your <head> tags, add some markup, and then hookup the slider. From there there are an unlimited number of customizations you can do, making this the best solution for web developers.