I use firefox, and it shows the URL of the link when you hover the mouse over it.
I've gotten into the habit of just hovering over every link I'm about to click on just to examine the link before I click on anything.
It's saved me from several decent-looking scams in the past. :)
How do you get it to do that? I'm using FF 2.0 and it doesn't show the URL. Is it just turned off somewhere? Thanks.