This may be common knowledge but AppleScript can handle all sorts of URLs. Below is an example of a mailto, an incredibly easy method with very little overhead to create a new mail message in the default mail client. FTP, gopher, and other URL types should also work. Further below is another very cool example…
OS version: OS X
set the_url to "mailto:steve@mac.com?subject=Re:%20AppleScript"
open location the_url
--search for U2's Joshua Tree on iTunes Music Store
set the_url to "itms://phobos.apple.com/WebObjects/MZSearch.woa/wa/com.apple.jingle.search.DirectAction/advancedSearchResults?artistTerm=U2&albumTerm=the%20joshua%20tree"
open location the_url