I'm very often in the situation of having to link to another post (mostly questions) from comments. As moderator of TeX SE, I often link to related or duplicate questions. I can't use the "close as duplicate" feature to add such links automatically because of my moderator status, as long as I don't want to close the question immediately.
Now, I find it good style to have the link in the form of
[post title](http://posturl), not just
http://posturl. A comment like "Related question: Foo baz bar" is simply more readable and informative than "Related question:
http://xyz.stackexchange.com/q/1235/6789". Unfortunately, pasting the URL into the comment doesn't convert it to this format automatically, as is done for questions and answers. Such a feature request for comments has already been declined.
At the moment, I manually mark and copy the question title to the URL bar of my browser and add the required
[ ] and
( ) (and with the new Firefox version also the
http:// :-( ) and then copy the whole thing to the other question.
I'd like to suggest the following feature: In addition to the existing 'share' button below every post, there could be another one which instead provides the required format
[post title](http://posturl). This way a question can be linked to quickly from a comment or as part of a chat message. Answer posts can have the same button which could either still use the question title (but answer URL) or add a "Answer to " or similar in front of the title.
This feature should be easy to implement (maybe as a greasemonkey script) while avoiding the drawbacks of an automated conversion mentioned in the accepted answer of the above linked feature-request.