In the same vein as my Flickr Link Preview script, I've created preview Greasemonkey script for links to YouTube videos. Since YouTube provides three thumbnails for every video, it shows up as a little slideshow of the video's three thumbnails. It's pretty handy. Never be rickrolled again!
That's it! Now when you see a link that might be to a YouTube video, simply hover over it and a preview will pop up.