Thomas Schulte

This plugin displays thumbnails for hyperlinks that exist on a WordPress page. 
It’s configurable whether you’d like to preview all, only external or specially 
marked hyperlinks.
This plugin uses the thumbshots of http://fadeout.de, a pretty cool site 
which offers the thumbnail service for free.
For the tooltip effect a library called “jQuery Tooltip” is used (currently v1.3). 
Find more about it here: http://bassistance.de/jquery-plugins/jquery-plugin-tooltip/
UPDATE 2010-08-10: 
I got a lot of responses relating to new features and I’m already planning the implementations. 
So thanks for your feedback and stay tuned for more news to arrive. 🙂

FadeOut-Thumbshots

This plugin dynamically shows a preview tooltip for hyperlinks on your WordPress site.

sam2kb

This plugin allows any user to add previews of websites right in the content of their posts using a simple [thumb]http://domain.com[/thumb] format. Users may also “optionally” turn on mouseover previews. No purchase or registration is required to use the plugin. Optional upgrade enables PRO features such as “Full-length Captures”, “Free Width Captures” and “Refresh on Demand”.
<ol>
<li>Easily embed website previews in posts</li>
<li>Flexible caching system allows you to store retrieved screenshots on your server</li>
<li>[opt] Display custom images for queued or error thumbshots</li>
<li>[opt] Display thumbshot URLs in a safe manner without linking them directly to the target website</li>
<li>[opt] Display mouseover header preview over thumbshots</li>
<li>[opt] Display mouseover pop-up preview over external links in your posts</li>
<li>[opt] Utilize several Thumbshots.RU PRO features</li>
</ol>
Take a look at Thumbshots.RU for more information (http://www.thumbshots.ru/en/ “Website screenshots provider”).

Thumbshots plugin

This plugin uses the Thumbshots.RU API to replace special tags in posts with website screenshots. Note: This plugin is no longer maintained.

FadeOut-Thumbshots vs Thumbshots plugin