I have noticed that overseas applicants sometimes include a photo, I can't remember ever seeing it from a UK applicant.
In the UK I would say do not unless specifically asked to do so. Under discrimination laws companies are not supposed to be selecting you for your appearance (unless you're applying for a modelling job!), age, race or gender. However, human beings are human beings and you don't want your CV to be dumped because someone doesn't like your photo - remember CV selection happens very fast, and selectors are looking for any excuse to put CVs on the "reject" pile. It is reasonable, however, to be asked to produce photgraphic ID for your interview to prove you are who you say you are.
Of course, the employer may decide to look at your facebook or linkedin page etc, so you may want to think if the photos there reflect how you would like to be seen! Personally if I was recruiting I might look at a linkedin profile but would not look at facebook etc (as I feel that's the candidates own business what they put there), however it is apparently becoming increasingly common for HR departments to look everywhere.
Andy Millar CEng MIET CMgr MCMIhttp://www.linkedin.com/in/millarandy
"The aim of argument, or of discussion, should not be victory, but progress." Joseph Joubert