In my opinion when people say you can't have pictures of Jesus or crosses, etc, etc, they are taking a phrase of scripture out of context and misinterpreting it. The verse is Exodus 20:4a, "Thou shalt not make unto thee any graven image". The word translated to "graven image" here is "pecel" which can either refer to an idol or just to any image or likeness of something. So we have to look at the context and also use a little common sense to know how the word is being used.
The complete passage concerning this says "Thou shalt not make unto thee any graven image, or any likeness [of any thing] that [is] in heaven above, or that [is] in the earth beneath, or that [is] in the water under the earth: Thou shalt not bow down thyself to them, nor serve them: for I the LORD thy God [am] a jealous God..." (Exodus 20:4-5a) When reading this in context with verse 5a ("Thou shalt not bow down thyself to them, nor serve them...") it becomes clear that God was referring to images that were used as idols, not just any image such as a common picture or statue.
There are people even today who will do things such as pray to a picture or statue of Jesus (or a cross, or other such thing), and I feel when they are actually praying to the picture or statue they have made it into an idol, in violation of this commandment. However when it is simply a reminder of God, there is no violation. They are not "bowing down" (praying too) or "serving" the image itself, only God whom it represents.
I've found that a lot of people who say it is a sin to have any of these things are many times simply repeating what they have heard from others and have never really thought through the reasons behind what they are saying. When you ask them to explain themselves in light of the context of scripture, they usually can't. In fact, sometimes they will actually get mad at you for daring to question them! That's usually part of a smoke screen they use to try to cover up their own ignorance. So, at least in my opinion based on the reasons I stated, I don't see any sin in having pictures of Jesus, crosses, or any other "images" that simply serve as reminders and are not worshiped or idolized.