There are lots of different kinds of links that you can create on a Web page. More precisely, there are a lot of different files you can link to on your Web page.

You can create links to photos or even make a link out of a photo like this: Lemurs

You can link to videos too.

Although you can make links to email addresses with the mailto: protocol, I don't recommend it since spambots pick those up and then bombard them with spam. It's too bad because they are so convenient. Click it to see how it open's your Mail program. It's probably better to offer your email address in the body of your Web page in a descriptive way, like html at cookwood.com, although I doubt that's foolproof either.

You can create links to ftp sites by using the ftp protocol. There are very few public (anonymous) FTP sites anymore, since it's just as easy for most people to download through the Web (that is, HTTP). But there are a few, like the GNU FTP site, where you can download free software (which is more complicated than it sounds).

People often offer links to RSS feeds, though I don't really get why. They're so ugly when you click on them. I guess it's just an easy way to make it available without showing the URL. Still, I hate a link you're not supposed to click on.