Something that I didn't even realize until it was done, but there is one really great side effect for enabling favicons for links in posts — it helps spot spam attempts. Someone once tried to hide an active link using a hyphen within a post (something that'd be very hard to catch otherwise, unless you reply to that post with a 'quote'). Luckily that happened right in front of me. But before I could intervene, the poster himself probably realized he would get burned, so he removed the link seconds later. I'll keep it just for that reason.