How do I send an image via Bluetooth from my Mac to my iPhone?
Bluetooth transfer is only available to jailbreakers. If you want to go that route, AirBlue Sharing claims to be able to send/receive files over Bluetooth.

Non-jailbreak options include the $1.99 app Photosync, which uses Wifi and requires a free desktop app to receive/transfer files to it:


  PhotoSync will transform your photo handling forever. It‘s the first
  app that makes wireless transfer of your photos/videos from or to your
  computer and other i-Devices - a breeze.
  
  Supported transfer
  directions: Device to Computer (Wi-Fi), Computer to Device (Wi-Fi),
  Device to Device (Wi-Fi &amp; Bluetooth)


Or you could use Dropbox, drop a picture in the Dropbox folder on your desktop then use the iOS client to access the picture and save it to the device if you want.