linkspy is a free app that shows you the headers, response code and content from HTTP requests.
This is useful for expanding short links, or checking where a suspicious link may take you. This is what you need for finding out where that short URL leads.
linkspy is very user-friendly and permits you to quickly expand any short links to keep you in control of determining where a suspicious link may take you before it's too late. You can then save the data to a text file for future reference or analysis.