Bill,
>I am looking for a good way to gather a collection of "clickable refrences" on any given web page. Where would be a good place to start?
MSDN docs for the IE Browser DHTML Document Object Model (DOM). You will find that each page hosted in IE has collections of objects accessible through the DOM, such as links. You can use the web browser control or IE by automation, then look at the links collection, etc, etc...