In Mail, just right-click (Control+click) a link in an email and select 'Quick Look URL' from the contextual menu.
[crarko adds: When I tried this the Data Detectors in Mail identified some URLs and gave me this option. Curiously, with others right-clicking on them just opened the link in Safari. I'm not sure how it made the distinction. Also, the time it took for the Quick Look preview to appear was pretty long. It's probably just as effective to open the link in a browser. Nevertheless, it is a feature to document, so here it is.]

