<p>I always tend to forget these built-in <strong>Symfony</strong> functions for making links.</p>

This advice is for symfony 1.0. It probably will work for later versions.
Within your sfAction class
:
string  genUrl($parameters = array(), $absolute = false)
eg. 
$this->getController()->genUrl('yourmodule/youraction?key=value&key2=value', true);
In a template
:
This will generate a normal link.
string link_to($name, $internal_uri, $options = array());
eg. 
link_to('My link name', 'yourmodule/youraction?key=value&key2=value');