URL shorteners

Years ago we began using tinyurl.com to create redirect aliases with neat, short little URLs to include in emails or on web forums.
 
Enter Twitter with its 140-character limit, and URL shortening services sprouted up everywhere. And now that it's a PR necessity to publish news via multiple channels, once the bit.ly or snip.url or tr.im link has been created it is often used not only in a tweet, but also in Facebook notes, forum posts, and email newsletters ... used, in fact, absolutely everywhere the link is published.
 
This is a big mistake! What's the big problem? Here's a scenario: