In my content slide with custom images, I positioned my titles on top of the images (http://investigativereportingprogram.com).
As you can see in your own demo (http://wptuts.info/wp-content-slide/) the images work as links but the titles are output in div.cs-title, which does not work as a link. This may be okay when the title is below the image, but it's a problem when the title is positioned on top of the image.
So I modified coin-slider.js to add an absolutely-positioned element (div.titleLink) within the slide link, and used z-index to stack that empty element, which picks up the link, on top of my titles.
This is pretty complicated and requires I modify coin-slider.js whenever the plugin is updated. Is there an easier way to make the titles in div.cs-title work as links that doesn't require modifying the plugin files?