Is this still the recommended library in use? ThickBox 3.1
Depends on your concrete needs, but as far as I'm concerned, I was mostly unhappy with it, found the code to be poorly written (at least wrt/ the available jQuery plugin API), and would not recommand it. I'm currently testing nyroModal, and while it's a bit on the heavyweight side, it looks much more promising. But YMMV of course...