One of my biggest pet peeves are "click here" links. It's the lowest common denominator method for placing links in content. I never really liked them, but I vowed to never use them and rally against the practice starting about four years ago.
Zach Dunn over at Built Internet! apparently hates them as much as I do and wrote an article to that effect. He makes the argument that "click here" links don't really mean anything in context and that if "the links are clear enough, a user should not have to be instructed where to click." Not to mention, "click here" does nothing towards improving search engine rank.
It's such a small issue, but something that's very easy to remedy. Take a few minutes to rewrite a sentence next time you find yourself linking with "click here." Think of it as providing the user with a brief description of what it is they're about to see.