Yvone, in my own portfolio I have a screenshot of the website home page scaled down to a size I like (quite a lot bigger than a thumbnail) and linked to the actual site, along with a description of the project, etc.
I use
Screenhunter 5 for that, and it's a free program BTW - great to have as a designer - actually, I'd even go so far as to say it's necessary.
I think you could add this in in a few ways - either by creating a 'section' within your portfolio for each type of work (websites together, print work together, logos together, ads etc.) OR, if your work history isn't big enough yet to warrant that you could just settle them all artfully on the same page in sections with little bits of info about each project.
Whether you link to the actual sites you've done or not is up to you, but I think as a general rule designers link up to the whole site. It lends credence to your claim that it's your work. I've seen portfolios that didn't link up and I always wondered why.
If you're worried about clients getting 'back' to your portfolio you could just have things open in a new window - I always do.
For your ads, etc. I think you could just put a smaller sized image on the main portfolio page that opens to the full size version (in a new window) when clicked.
Whenever I'm struggling with how to lay out a page I open Photoshop or some other graphic program and upload ALL of the images I want to work with onto a canvas the same size as the page I want to build. Then I just resize and move things around until I like the look of it. If I'm doing thumbnails then all of my images are ready to go - just insert a slice for each one, export the GIFs and you're all set