This is the kind of thing that probably should have been done a long time ago, but Macworld is reporting that Apple has launched iTunes Preview, a page that appears when you click an iTunes link (like this one) and your browser sends you over to iTunes. Previously, you just got that placeholder page that said "One Moment Please" and asked if you wanted to open the link in an external application, but with iTunes Preview, you get a nicely laid out page with information and reviews (and your browser still opens up the iTunes store).
Currently it only seems to work with music -- movies and television only get a small thumbnail, and applications get the same old gray page. But that'll probably change before long -- it's much smoother to see what you're clicking through to, and of course there's the added bonus for people who don't actually have iTunes installed. As MacWorld points out, there are actually no "preview" buttons on the page -- you can't listen to music there, only click through to the iTunes store. But like I said, it's better than a blank window and a browser popup asking for your permission. I wouldn't be surprised at all to see this grow a lot more in the future.