WP-Cycle Plus Captions is a plugin for WordPress by ech-Squawkers that allows you to upload images from your computer, which will then be used to generate a jQuery Cycle Plugin slideshow.
Each image can be given a URL, the active image will then work just like your basic text link. The slideshow is set to pause when the user hovers over the slideshow images, giving them ample time to click the link.
Download: http://wordpress.org/extend/plugins/wp-cycle-plus-captions/