I've had a LOT of trouble with pretty photo and IE9. I also had issues with fancybox in IE.
For youtube.com, I'm having a lot of luck with CeeBox.
http://catcubed.com/2008/12/23/ceebox-a-thickboxvideobox-mashup/
Shadowbox is your best choice. Check it out.
I like prettyPhoto, IMHO it's the one that looks the best.
Source: Stackoverflow.com