I'm not convinced that new markdown is needed, this could be handled by having a better interface to insert these links.

There are already a few of useful user scripts in this domain:

* [Pro-forma comments](http://stackapps.com/questions/2116/pro-forma-comments): surely every moderator has it already?
* [Copy Question Link Markdown - Making it easier to copy links to questions!](http://stackapps.com/questions/2150/copy-question-link-markdown-making-it-easier-to-copy-links-to-questions), or [Comment Link AutoPrettifier](http://stackapps.com/questions/2378/comment-link-autoprettifier), either of which could be extended to cope with links other than questions.