Link in messages/invites

Hi all!
I'd like to rise question about link in messages on Myspace once more. I hope we can share some experience.
This point seems to be very important. For now, I can mention few possible ways to send link:
- direct link for site (e.g. "http://mydomain.com")
- separated by spaces name of link (e.g. "http:// mydomain .com")
- short url sevices (e.g. "http://bit.ly/MyLink").

First and third variants are very weak. First of all, users are notified that they are going to visit some dangerous site. Second point about ban of your link. For example, MySpace doesn't allow to send messages with bit.ly links at all
Second variant is not optimal, because it seems that a lot of users are lazy or stupid and they don't want(or don't understand how) to combibe words and to put it to address bar of browser.

So, I'd like to hear your thoughts. How do you promote your sites/services? Sure thing, that I'm not expecting to get clear responce and instructions. Just useful hints or smth like that. Maybe I just forgot to mention some ways or lose important aspects

I just place a banner image with a link to my site on my profiles and try to get as many profile views as possible(via friend requests w/ a introduction message in the friend request) the key is to not seem spammy. Yes people will run into the "Dangerous site" pop up but if you have something that people are interested in they will go to your site.

Thanks wordism for reply. Drop me a pm pls I'd like to discuss some points and share some experience.

Also, I realized that message with link inside can be placed in "Junk" folder and receiver won't read it at all because of placement.