I've been using ARI Sexy Lightbox for years and it's the first thing I install for a new site.
It was also the first extension I actually paid for, but I figured, for the price, I'd give it a try. I'm so glad I did.
Right off the bat, I needed a tweak, and when I asked about it, they provided a new version within an hour with exactly what I needed.
I've also never been able to figure out regular expressions, so when I needed them to display my image galleries the way I wanted, they just gave me the code -- not a link to RTM.
Excellent products, above-and-beyond customer service. Rare -- and very much appreciated.