Option 1: Email the image as an attachment to yourself. Then open attachment in your email app on your iPhone to view the image. Tap the image to see additional buttons, one of which will be to save the image to your iPhone.
Option 2: Use messages app to send yourself the photo as message. Then save it as above.
Option 3: Use DropBox, iCloud, or any third party file sharing service. You just copy the file to a folder on your computer and the photo magically appears on your iPhone device.
Option 4: You can select single photos when tethered with USB cable manually to sync an iPhone with a Mac using iTunes app. This is the method to sync other things such as pdf files, music files, etc.
Option 5: If you have airplay enabled on your Mac (recent macs only), you can drag and drop the photo file on the iPhone icon. Airplay works if enabled on both devices.
Each method has its usefulness and applicability. But if none of these work for you, then don't overlook the obvious: Open the photo on your computer screen and then take a photo of it with your iPhone. Nothing beats a quick shot.