The facebook app is way too limited. Can not even highlight and copy text in it. I find myself going back and forth between the two. Some things can't be done in the app, and other things are painful to attempt on the full site.
Yeah, really annoying that the Facebook App doesn't allow you to copy pictures but you can easily do this by going to Facebook in your Playbook browser. Just hold your finger over a photo and you should see options pop-up such as Save Image.