I would put real links in an appendix, with refs that jump there in the online version but are simply text in the hard copy. That's [xxx] or [n] in the body and [\url{...}] in the appendix. That does not call for much LaTeX magic. Ask at tex SE for help if you need it.
Be sure to annotate links with a "last visited" date.
The ability to jump back to the text after viewing a reference in the appendix would be nice. That does call for a little magic.
I find footnotes distracting. Avoid them unless your discipline embraces them.