How to create popup for email link with major email provider links?
First take a look here. Lots of JQuery plugins that integrate with Drupal.

I think Lightbox best fit here but check the rest. It provides a pop-up overlay similar to Craigslist's

I myself don't have any experience with these but since no one has answered thought I could try point you somewhere useful.

I did a quick search and also found these that could lead somewhere:

http://www.lullabot.com/articles/announcing-beautytips-jquery-tooltip-plugin
http://www.jquerypopup.com/


Anyway, I hope those hints helps you in some way.