The empty is a good workaround.
However. Some graphics cards, for example the one in an Eeepc, get slow with either background images or empties, especially when you zoom in.
Then a UV-mapped plane is the best solution. There's even an addon to create such a plane on the fly: Import Images as Planes
As you can('t) see, three of the six images are invisible unless you look from the other sides.
The advantage of a mapped plane is that it's back side is transparent. So you can have one in the front and one in the back and your model inbetween while only the background plane and your model are visible.
From Haunt's trick bag:
if you want either a plane or an empty to scale easily to size, for example to calibrate side view and front view of a reference image, use the 3D-cursor for that. Adjust the left border of your reference, put the 3D Cursor there and scale around the cursor as pivot point. The left border will stay put and the right one can be precisely adjusted.
Disable selectability and renderability for the reference objects once you're done and put them on an extra layer to easily hide them without the need to select them.