My first gallery had like a .05% CTR or something - design is very important. As I improved it thankfully got better. There have been usability studies on plenty of this stuff.
Personally, I think some surfers might not realize your links are links. I know you might think they can't be that stupid, but remember "yahoo" and "hotmail" are two of the top 30 searches done every month.
Also, I prefer sans-serif (arial) type font and at least one study has shown that surfers do as well. If you want - you can use a very simple snippet of code to make your whole page arial - while still keeping the same sizes:
[style][!--
body {font-family: arial,sans-serif;}
//--][/style]
change [] to <> and put in your header.
I am by no means a gallery expert, this is just my worthless opinion.
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