It's really not hard. For example, on the command line:

     $ curl -I http://tinyurl.com/9a4xj6
     HTTP/1.1 301 Moved Permanently
     X-Powered-By: PHP/5.2.8
     Location: http://www.hostingcoupons.org/godaddy-coupons/
     Content-type: text/html
     Date: Fri, 24 Apr 2009 21:26:48 GMT
     Server: TinyURL/1.6

or in Python:

     >>> import urllib
     >>> u=urllib.urlopen("http://tinyurl.com/9a4xj6")
     >>> u.url
     'http://www.hostingcoupons.org/godaddy-coupons/'
     >>> 

etc...