Links with underscores

I’ve found it hard to link to urls with underscores (common on Wikipedia). I wasn’t sure how to escape them to prevent them from creating italics—adding a backslash just seemed to make the editor go haywire, with the cursor jumping around and putting characters in the wrong place as I typed. In general linking is awkward in Markdown so it might be nice to have a “create link” button that handles escaping etc.