I'd believe // would be the universal... I've used it, and have never had a link fail because of it. Note that this doesn't apply within the link... so for http://www.mudcat.org/thread.cfm?threadid=30236&messages=78, note that it has the double after the 'http', and the single after the '.org'...It's often simpler just to open up a window, copy the address out, and directly transfer it to the link. Saves typos, at the very least.
M