The decision whether to keep an ex's pictures is yours alone. While people are stating that you should rely just on your memories, pictures along with other items (books, yearbooks, songs, gifts, etc) are triggers to our memories and emotions of our past. Women (NOTE: IMHO) are more greatly connected to memories and emotions, thus they lend more importance in retaining objects from their past.
Even though the breakup with an ex may have been terrible, we all tend to focus on the positive aspects of a relationship when reminiscing about the past. We tend to focus on what attracted us to that person to begin with, that person's positive qualities, and good times we had with that person.
However, consideration for a current relationship should be considered. Yes, your partner may not mind that you occasionally mention about an ex in passing, but we do not want to have it thrown into our faces, or in detail.
I am not in favor of discarding pictures, books, etc., from our past, but I think they should be stored away with other keepsakes. Once in a while you and your current partner could go through it and see where each of you have traveled in your respective histories. Also, one day in the future you should share your memories with kids/grand kids.
Memories are nice, but a partner in the present never wants to be in the position of having to compete with them.