For a short while, there was no way to mass delete photos once you store them in the iCloud Photo Library using the web interface. Now that Photos Version 1.0 exists on the Mac, makes this is trivial to accomplish. Similarly with the improved web interface, this is a two step process.
- Command A - select all
- Delete
- Select All Photos album
- File - Show Recently Deleted
- click the Delete All button in the top right
- be patient and wait for the deletion to happen everywhere and filter down to all devices that are syncing from the cloud
Photos for OS X released with 10.10.3 has the changes needed for easy cleaning:
- Open your Photos library that is the system library
- File -> Show Recently Deleted
- Select Delete All in the top right
- Repeat as often as needed if the app is still downloading new photos from the cloud
You can also delete 1,000 photos a time using the web interface in 2019 at https://icloud.com/#photos