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Currently when you hover over a link it shows the link's address in the status bar at the bottom. I would much prefer, at least as an option, to show the link in the address bar. When you put your mouse over a link, the address of the current page is replaced with the address of the link. When you remove your mouse from the link, the address bar returns to showing the address of the current page. It might have a slight color change, a change in the favicon (like to an arrow), and/or some other visual indication that what you are seeing is a link and not the current page.

It is just more natural for me to have all the things I need to look at (tabs, the address, links, loading progress, etc) physically close to each other.

I appreciate the idea but I think in the case of links that you have just hovered over your suggestion might be confusing. I think some sort of colour or font cue would be quite important.

Personally I'd prefer to see the link in a floating balloon. That keeps the information proximal to the location of the mouse, and presumably, my current gaze. Currently ballons are displayed with information about certain buttons (like in this forum). Doing the same thing for links would surely not be too difficult.

Can I also suggest when displaying a link like this an interesting sucurity feature might be to add or more icons next to it. The icon would indicate things like:
- does the link point to a different server
- does the link pretend to be a different address (text looks like a URL but is different to link)
- what protocol does the link use (http vs https vs ...)
- does the link open in a new window
- does the link appear on a (locally cached) blacklist

Sorry - I should probably post this as a separate idea. I only just thought of it whilst writing this reply however.