>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?

You could use the Microsoft Internet Transfer Control to retrieve the text of the page you wish to scan, then just parse the text looking for all tags.

This method might be quicker than using IE (especially if you are scanning a large number of pages), as you're only getting the text, not graphics.