All of my themes come with a very nice image effect called “prettyPhoto”. It´s a lightbox clone that opens image links automatically in an overlay or modal window. You don´t need to do anything but link the inserted image in a post or page to its own file. pretty Photo detects image links automatically.
Save the settings and navigate to your Gallery page. If you click on a thumbnail it will open in a nice prettyPhoto window.
Screenshot taken from Matthias Priebe