Do you recommend using Snap Shots / Links thumbs?

I think it depends on the size of the image. If you're working with large images that will be full-screen or close to it on the minimum resolution you're targeting, then a thumbnail preview is extremely useful - saves users the trouble of loading the entire image only to realize that isn't the one they wanted to look at. On the other hand, if your images are small, a preview thumbnail is utterly pointless.

Oh, I get it now. I think it's an interesting idea, but it doesn't work very well in practice, since you either have to manually update your preview every time the link changes, or write some sort of script that updates it for you. For that reason, I am against it.

Do you get money for it? It seems to have advertisements?

I personally don't care for them, but don't come cross them very often, especially since I started using the Firefox plug-in No-Script, which keeps JavaScript disabled at a site until I say so. I find little previews that show up when I'm about to click a link to just to be a distraction. They're nice enough for eye-candy, but don't provide much in functionality.