For what it's worth, I write most things in Markdown and I use reference style links[0] by default. So, I tend to do that in comments on Hacker News, but I omit the brackets which would go around the link "value," (i.e. the inner value of the a tag in HTML). Plus, by listing the links under the comment, I find that it's neater and easier to read. And by simply including the links (even if it's just for "a twitter link" in my "10 word comment") it saves other people time because they don't need to search for it themselves.

[0]: http://daringfireball.net/projects/markdown/syntax#link