While I was building all my websites I tried numerous sliders for making a slide show for the headers. The best one from my opinion is Revolution Slider. Once I get used to it I rebuilt all the headers for Headless D, Hit and crash and this website as well. If you are familiar with After Effects or Premier you will learn this slider without any difficulty.
The only downside is its a web-based app. Which means you inevitably will experience some lags in your work. Here is their promo video
You can use Revolution Slider for free but their paid version isn’t as expensive as After Effects. For $29 you will get access to their huge template library. I think this library is the strongest selling point for the Revolution Slider. They do have some great looking sliders with clever animation. BTW often when you buy a theme for your WordPress website Revolution Slider comes with the package.