As my terminal of choice I use rxvt-unicode. There is rather nice feature - perl extension support. There are some extensions already installed on my system (Gentoo) in /usr/lib/urxvt/perl/ and of course the one we are going to use is there too - matcher (in versions previous to 8.0 this extension is called mark-urls).

matcher recognizes URLs in text on your terminal screen and you can open them in your browser of choice. Following lines are from my ~/.Xdefaults:

URxvt*perl-ext-common:	matcher
URxvt*urlLauncher:	/home/robo/bin/opera_start_new_tab

From this time recognized URLs are underlined and you can click them with middle mouse button. URL is then passed to opera_start_new_tab script which contains:

#!/bin/sh

opera -newpage $1

I was not able to make it work directly from .Xdefaults (without wrapper script). I don't know why. Script works.

That's all. Enjoy.