Do you want to move to Google+ but have a lot of Facebook photos you don't want to lose?
Fear not. Download the Move Your Photos extension for the Google Chrome browser. It gives you the option to download all your Facebook photos to Picasa, from which you can share them on Google+. I have used it and it works well. The only downside is that the extension doesn't download others' photos in which you are tagged.
The other option is PhotoGrabber which has downloads for Windows and OS/X, but also works on Linux. I also tried this, and it does allow downloading all Facebook photos including other users' albums containing pictures of you. You then have the burden of re-uploading them to Picasa. However, there is one caveat: those other users must be friends. Facebook allows others to have you tagged even if you aren't friends, and will happily show you their photos even if you aren't friends. Those photos you can see but PhotoGrabber can't download. This is probably not a burden for most people, but caused me some problems.
If you use Firefox, you may also be interested to know there is this Firefox add-on. I haven't tried it, so I can't share any firsthand experience. However, rumor has it that this extension is slower than the above Chrome extension.