Shutter Reloaded is an image viewer that works similarly to Lightbox, Thickbox, etc. but is only 8KB in size and does not require any external libraries.
It has all standard features: pre-loading of neighbour images for faster display, resizing large images if the window is too small to display them, support for multiple sets and caption under the image. Also all colours can be set from the plugin's admin page.
I've tested it in all major browsers, except Safari - Mac (Safari beta for XP works good).
Demo and download: