For several reasons, including portability, reducing download size, and general code neatness, I like to make all links within a website root relative.
WordPress, on the other hand, seems to like absolute URLs for some reason. To clean this up a bit I have the following simple function in my functions.php file to strip the protocol and domain name from URL strings:
function make_href_root_relative($input) {
return preg_replace('!http(s)?://' . $_SERVER['SERVER_NAME'] . '/!', '/', $input);
}