These are my favourite two plugins for achieving the JQuery lightbox effect for your images in WordPress

JQuery Colorbox

Has a number of themes and other options you can set. Very clean looks and easy to set up. It has Nextgen compatibility by default.

jQuery Lightbox For Native Galleries Settings

Very simple, just install and select a theme, and it will convert all the images in your site to the JQuery Lightbox effect.

Lightbox 2

Another simple plugin that works perfectly well. Also has a number of themes to choose from.