You can just use HTML:
Click here for Amazing URL
Another Example:
Google
This takes advantage of the target attribute.
More information on the target attribute: http://www.w3schools.com/tags/att_a_target.asp
Also: http://www.w3schools.com/html/html_links.asp
EDIT:
For XHTML, just do this:
Click here for Amazing URL
Or, again:
Google