Preview Tiny URLS in Firefox
The key is to hover over any URL to make sure it's sending you somewhere you trust. But tiny URLs only show the shortened URL when you hover over them.
So you can take one of two security precautions.
1. Never click on a shortened URL.
Go to addons.mozilla.org and download the add-on and install it in Firefox.
The first time you run it, you'll need to enter a bit.ly log-in and API key. Go to bit.ly and sign up for an account if you don't have one. Then click on the account page.
Copy the API key and paste it into the field back on the options screen, then add in your log-in name and press the save button. Then close the add-ons window.
Now when you hover over any bit.ly URL, you'll see the full URL and page title. It's supposed to work with other tiny URL services, but I could only make it work for Bit.ly. Which still makes it very useful for Twitter.
Another Twitter-specific add-on that works for all links is Power Twitter. It translates every link in Twitter from a URL to a linked title of the page you're going to. It still won't let you see the full URL, but you'll have a much better idea by the title than you would have otherwise.
It also does other cool things like embed videos and pictures so you don't have to link out to them. Just remember to pay attention to that *before* you click and you'll be a little safer.