It's a matter of preference I suppose. Ultimately, I tend to keep images out and stick with links because it gives users more control. I feel like a big image there will have everyone rushing to see the screenshot, whereas someone can open it up in a new window to get the point with minimal flow distraction.
Regardless, I use links because I think I ought to be doing you the service of linking to my original sources -- usually well founded research -- rather than just presuming that I'm to be trusted.
A link isn't distracting. You clicking on it is. We need articles with more links to background information, not less. See: