It's a minor question, but I was wondering what people think about links on StackOverflow..
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No, except if it's a keyword and you're using the convention of 'highlighting' keywords with code-tags. Example:
Additionally, depending on the style of the site, Links in Code-Blocks might be hard to distinguish from normal code. Also, #2 or #3 is always preferable in my opinion.
The rules I follow are:
This basically amounts to #2 in Bobby's list.