No you cannot. You are asking about using the Links feature within the publisher so this will appear in your Links section.
The ability to embed HTML using the
Links application is not currently
I think you are going the right way with Notes (especially for long messages). Abuse the CheatSheet. If you are publishing to all your friends, this should appear in your friends' News Feed.
I have seen my friend use the Advanced Wall application. From what I remember it looked like it worked but like
all most publishing applications ended up being prone to sending spam. You also have to be aware that once a friend blocks/hides an application for one friend , it is applicable to all.
A second way I would recommend is to shorten your links with bit.ly or other url shortening services. So your above example would be,
"Go http//bit.ly/xxyy for foo."
At least you can shorten long links here. Additionally the Publisher allows one link to be featured under your post, so if you want something to stand out, click the
X next to the featured link to traverse through all the links in your update.
A third way I used to do sometimes especially if there is an entity on Facebook that already represents the website is to use the
@ mention feature.