I like to add a space between the link and the period, so if someone has to use the mouse to select the link and copy and paste (that is, if for some reason the hotlink isn’t work), he or she can easily select the URL that will work properly in the browser.
I usually leave the punctuation outside of the link. If it is a plain-text url, I probably just leave it floating without any punctuation (or leave a space like @ChickieD).
I used to be fastidious about it, but now that you can create whatever text you like and it doesn’t affect the actual linkage, I’ve become lazy and just type to the end of the sentence, including the period.
I still capitalize things, so I don’t think I’ve lost all my Luddite creds.
Put me down for “no” on inclusion of final punctuation if the hyperlink is displayed as an underline (rather than some other formatting which may look less aesthetically acceptable with a little dot uncomfortably close to it).
No, I’m pretty good about not including final punctuation marks. I treat links as though they’re quotation marks surrounding only the items I want given attention. If something exists in quotes, I’ll keep them attached to the link.