Remember to use absolute links when you write content that goes out as a feed. Specifically, comments and posts. You can get away with relative links on WordPress pages.
If you link to one of your own posts using absolute links, WordPress will pingback if you configure it to allow pingbacks. Some authors like this feature which allows readers to be able to see a post has been updated or is referenced elsewhere. Personally, I delete the pingback so I can stay focused on real comments. WordPress will not create a pingback when you use relative links. Of course, the feed with the relative link will be useless, especially if you use FeedBurner.