For links that appear in written out in emails, this is particularly easy with Mac OS X Mail.
Add a Link to Your Safari Reading List from Mac OS X Mail
To save a link from an email for later reading in your Safari and iOS reading list:
- Click on the URL you want to save with the right mouse button or tap on it with two fingers.
- Select Add to Reading List from the menu that comes up.
Note that this only works with links that appear with their address spelled out. Links behind other text and images, for example, will not show the Add to Reading List menu item (and I haven't found an easy solution using Automator or AppleScript so far).
You can always drag and drop any link to an open Reading List in Safari, of course.
(Updated July 2011)