You can check it out here:
Please let me know what sort of features you would like to see.
There is an admin options screen where:
1. you can specify the class attribute for the containing divs and the thumbnails
2. you can specify the size of the thumbnails and the video (this may distort the thumbnail as youtube.com sends them out at a predetermined size)
1. you can put the gallery in a page or post
2. you can get a random video thumbnail to place on the sidebar
3. you can specify if the thumbnails will be in li or div or something else or nothing.
4. you can specify if the thumbnails will launch the video in a new window
5. the communication with youtube is cached, so not every request to your gallery will cause a hit to the youtube.com site