I try to keep my writing as lean and crisp as possible, so I've usually omitted "that" in cases like this, but I'm aware I might be mistaken. A cursory search through Google didn't yield any answers, so I thought I'd ask...
Should I write:
I wish I had a photograph to share, but I'll leave you this gift instead.
or
I wish that I had a photograph to share, but I'll leave you this gift instead.
Thanks so much for your insight!