IE 7+ FF 2+ Chrome and Safari
I've tried a couple of jQuery plugins but there always seems to be artifacts in one of these browsers.
jqModal seems to be more stable but I have an issue in IE7 where the dialog immediately disappears after popping up. I suspect a js event isn't being canceled or something. I'll have a bit more of a play.
I used jqModal few times and I'm very satisfied. It is pretty configurable yet very light weight.