How are you getting the list of URLs ?
Read the Google Data API reference : http://code.google.com/apis/youtube/2.0/reference.html#Overview
You can post further queries with the video-id to get the thumbnail image directly which you could display.
thumbnail metadata looks like this :
[media:thumbnail url='http://img.youtube.com/vi/8aYQ_wjmriQ/2.jpg' height='90' width='120' time='00:01:23' yt:name='default'/]