AVG LinkScanner is the product by AVG for this purpose. It anticipates the user's movements, investigating about the link's route and showing if it is secure or not. Even those links that go through the increasingly common URL shortening services used by sites like Twitter or Facebook.
Services that shorten URLs are a focal point for security problems, because the browser doesn't know and doesn't tell us where the link will take us, thus making it very easy to deceive any user.
With AVG LinkScanner the links that are really secure will be marked as such and those that aren't will show a notification.