Firefox: Clicking a lot of links can get really tedious really fast. Multi Links is a Firefox extension that makes short work of opening, copying and bookmarking links.
Multi Links adds functionality to your right mouse button. If you click on an inactive area of a page and hold down the right mouse button it creates a lasso—the colour, border and line style can be customised—which you can use to select as many links as you want to act upon.
What action Multi Links takes depends on your preference. You can have it open all the links in tabs, open in new windows, copy all the URLs to the clipboard or bookmark all of them. Multi Links always has a smart selection feature that lets you select links on a search engine results page without selecting all the little peripheral links that are often included in search results.
Multi Links is free and works wherever Firefox does.