Please, I beg you, give your links proper names. They deserve it.
What do I mean by proper names? I mean names that indicate what lies beyond the link. If a user looks at a page with 15 links on it, all labelled 'click here', they find it difficult to know where to go. This is especially the case if they are scanning the page looking for the correct path to follow. So, no more 'Click here' please. Be a little more creative in the way you label your links and your users will thank you for it.
Also, try not to use URLs as link lables. Use real words. Real words that accurately and succinctly describe what they link to. URLs don't mean anything to anyone but words do.
Another tip for labelling links: if the link is going to open a non-HTML document please, for the love of ***, tell the user what they are going to get. If it is a PDF document, tell them. If it's a Word document, an Excel document or a Powerpoint doc, tell them. Sometimes users don't want to open non-HTML documents. By the time they realise a link is leading to such a doc it is too late to press the stop button and go back. Acrobat or Word or whatever is cranking itself up and trying valiantly to open up its document. Please be kind and provide a little warning. Your audience doesn't like surprises.
An example of both the above tips (these links don't actually work, they're for illustration only):
You are loading an application form onto the web. It is in PDF format.
DON'T
Click here http;//www.usyd.edu.au/department/applicationform.pdf for the application form
Click here for the 2005 application form.
Click here for the 2005 application form (PDF).
DO
2005 application form (PDF).
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