You never know where exactly you are going, that is what botters me most with tinyurl. It's easy to hide an evil link with it.
From their page -
http://tinyurl.com/QUOTE
Hide your affiliate URLs
Are you posting something that you don't want people to know what the URL is because it might give away that it's an affiliate link? Then you can enter a URL into TinyURL, and your affiliate link will be hidden from the visitor, only the tinyurl.com address and the ending address will be visible to your visitors.
If it's a tracking site, ad site ... and you wish to block those, they won't be blocked unless you have a firewall that is able of adblocking.