1.Your best bet is to use the theme unit test XML import after install, it can be found here:
https://wpcom-themes.svn.automattic.com/demo/theme-unit-test-data.xml it includes images and tons of stuff.
- You need to go to Tools -> Import
2.The option to do it during install is to use brasofilo idea and create you own install. script by creating the following file:
3.A third option is to use
mu-plugins http://codex.wordpress.org/Must_Use_Plugins which must be in the
wp-content/mu-plugins directory by default (it can be changed) and can be named anything.
A better solution is to use a build system like wp-cli, phing, capistrano, etc, to run the install and include the needed data. For example I have a Phing script that deletes the default WP data on install and it would be easy to add data if you wanted to or drop in some
mu-pluginsor just do it right in the script.
In fact I might just go ahead and do this, it's a good idea.