Please don't; it's most annoying. I would never click a link on here if I didn't have at least some idea where it was going to take me. When people hide the link like that, I have to mouse over it and check the status bar at the bottom to find out the real address. It's just showing off really :-)
Like any other facility, I daresay there are some who abuse it, but I disagree with Rojash and find the short link-word idea very helpful. Click here and a link will take you to a website with a set of basic lessons on how to create links etc. Just click on the various �primer' headings once you get there and work your way through them. Good luck!