Contact Sheet II.
Free (optional) plug-in from Adobe and works fines with PS CS4 and Bridge, both CS4 and CS5. However, under PS CS5, you've got to run it in 32 bit, a PIA.
I run mine through CS4 and use it regularly.
However, I don't use the camera generated numbers. Do a search on Google for any camera-generated frame number and you'll get hundreds of millions of other numbers that are the same. I've personalized mine with the project name and sometimes have added my name to the file name to separate me from all the rest. It also makes your files easier and faster to find later.
I use Contact Sheet II regularly and then print the sheets on 24 inch paper. It gives my photos more impact than my competition and compared to smaller photos, they don't seem to get lost quite as easily. When I walk into a client's office a lot of times, it's nice to see my sheets tacked to the wall with my name and branding prominently displayed on the wall.