The thing in common between the link types discussed here is that, barring unlikely mistakes, the links go where the poster intended. So, the first thing, as in the real world, is trust. If anyone here with more than about 1000 posts includes a link that sounds interesting, I'll click on it with confidence. If it's someone with less than 10, I'll be really wary.
Because normal hyperlinks consist of a link behind text, URL shorteners such as Bit.ly are of limited use on a forum. You might as well just post
short link (I've got over 5000 posts and that is a safe link!) However, URL shorteners are useful in emails, especially plain-text emails, because the rules about line wrapping are a bit ill-defined and this can lead to broken links if they wrap. Shortening links prevents them from breaking.
In this context, the great thing in email about plain text is that, without HTML markup, you can't hide a link behind text, so you can always see what the real link is before clicking on it. (Except with an URL shortener, unfortunately, so the tip above about a plus sign is a good one.)