There are a couple of features of #orgmode links in #Emacs that I think are underappreciated:
1. They work in all buffers, not just org-mode buffers! Bind org-open-at-point-global to a globally accessible key binding and enjoy org-links everywhere. For example, I like putting info links in comments in Emacs Lisp files, like info:calc#Graphics. Remember too, that file links can include a search string, for example file:~/.emacs.d/init.el::eshell takes me right to my eshell configuration. Shell links, that execute commands, are pretty useful too, for example <shell:zip source *.c *.h>.
2. It's super easy to create new link types (if you know how to program). For example, here's a new type of link for keyboard macros:
(org-link-set-parameters "kbd"
:follow (lambda (macro arg)
(kmacro-call-macro arg t nil (kbd macro))))
With that definition you can write keyboard macros like <kbd:M-a M-f M-t> and execute them with org-open-at-point-global.