The practical upshot is that you don't have to worry about numerical sequencing or having to rearrange things if edits are made at a later date. Definitely useful for tag wiki stuff, or any other giant blob of hyperlinks (i.e. RFCs) that you're throwing together.
This started as a PSA on using RFC numbers/names in hyperlinks, but I'm adjusting the format so that 1) I can accept my own answer, and 2) people can share their own silly citation tricks.