By ending the sentence, I feel I should add a period, but then it looks like it is part of the url, which isn't the case. Is there any sort of protocol for this, or do you just add the period and not worry about it?
I just include the period if it comes at the end of the sentence. URLs are familiar enough that people recognize the period is sentence punctuation and not part of the URL.
Either put the link on a separate line, or name the link like this: Code: [url=xxxxxxxx]Name[/url] Then you get a sentence like this: You can put the period inside or outside the closing code.