I use Stickies to keep track of To Dos and other such things.
I just discovered that you can drag an email from Mail.app onto a note in Stickies to create a link back to the original email. This is useful if your To Do references some information someone emailed you; you no longer need to search for that original email to find the details ... just click the link in the sticky!
[robg adds: Stickies supports links from web browsers (Firefox and Safari at least) as well; just drag the URL via its icon (to the left of the URL), and drop onto a note in Stickies.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20090128092435579