Unfortunately, Bitmap objects do not extend from the InteractiveObject class - that is, they don't have (and cannot easily get) the ability to receive mouse events.
As pointed out by antpaw and Jeremy White in the previous answer, the simplest container class that does receive mouse events is the Sprite class. Therefore, if you wanted to have a Bitmap receive mouse events, and not use a MovieClip, you could use a Sprite:
var bmpFull:Bitmap = new Bitmap(event.currentTarget.content.bitmapData);
bmpFull.smoothing = true;
bmpFull.name = "photo";
bmpFull.alpha = 0;
var bmpContainer:Sprite = new Sprite(); // can receive mouse events, for example:
bmpContainer.addEventListener(MouseEvent.CLICK, clickHandler);
bmpContainer.buttonMode = true; // this just makes it show the hand cursor, and is not necessary for the mouse events to work
bmpContainer.addChild(bmpFull);
In fact, I would recommend using a Sprite, as they're simpler objects than MovieClips and thus do not require as much memory.
Now, if you wanted to make a Bitmap dispatch mouse events without using any sort of container clip, you'd probably need to write your own extension of the Bitmap class that had it's own event manager. That would be very, very complex, if not impossible within ActionScript. I highly recommend just using a Sprite as a container.