The first thing you need to do is create a folder on your computer titled Wallpapers (or really whatever you want it to be titled). You will probably want to create your new folder inside the folder My Pictures on your computer. That way you can still sync your pictures and your new wallpapers. When you find new wallpapers you would like to add just save them in the new folder you created. Then go into iTunes under the Photos tab and make sure your Wallpapers folder is one of the folders selected to sync. If not, you will want to click on 'Sync photos from' and select the folder you created (make sure that your Wallpapers folder has a check next to it in the preview screen if you are not syncing all).
Now when you sync your iPhone it will add your wallpapers into an album in Photos on your iPhone. To change the wallpaper on your actual iPhone just go into Photos then into your Wallpaper Album and select the wallpaper you would like to add then tap the little box with an arrow in the bottom left corner and select Use As Wallpaper. Now, you can move the Wallpaper by tapping and dragging it and you can scale the Wallpaper by zooming in or out. Once you have the wallpaper exactly how you want it tap Set Wallpaper.