Awesome, thank you very much! Everything works as I hoped it would!

Here's the code for posterity's sake and future googlers. It works on input from others, as well as your own input, so yay for consistency:

Code:
;Inspired by BillGreen and http://stackoverflow.com/questions/4867035/how-do-i-change-the-color-of-links-in-mirc/6071100#6071100
;this is actually needed to bypass mIRC's parsing behavior of strtok(str, ":")
alias urlreg return /(\x03\d{1,2}(?:,\d{1,2})?|)(.*?)(((?:(?:http[s]?:)|(?:www)\.)\S+)|(?:\S+\.(?:com|org|edu|gov|net|tv|uk|cc|xxx|mil|co|us|se|fm|me|de|kr|sv|fr|jp|tk|be|ly|info|biz|us|in|mobi)\S*))/ig

alias urlcolor return $+($chr(3), 12, $chr(31), $1-, $chr(31), $chr(3))
alias selfurlcolor return $+($chr(3), 12, $chr(31), $1-, $chr(31), $chr(3), $color(own))

;trigger for the regex event only
on ^&$*:text:$($urlreg):*:{
  ;if we are in a channel, turn nick into @nick if applicable
  var %nick = $iif($chan, $nick($chan, $nick).pnick, $nick)

  ;color all the linkes using the predefined alias above
  var %msgs = $regsubex($1-, $urlreg,\1\2$urlcolor(\3)\1)

  ;print the message, default timestamp, highlighting options, and nick coloring
  echo -tcrl normal $iif($chan, $v1, $nick) $+(<, $chr(3), $cnick($nick).color, %nick, $chr(3), >) %msgs

  ;prevent mIRC's default echo
  haltdef
}

on &*:INPUT:*:{
  if ($regex($1-,$urlreg) > 0) {
    var %nick = $iif($chan, $nick($chan, $nick).pnick, $nick)
    var %msgs = $regsubex($1-, $urlreg,\1\2$selfurlcolor(\3)\1)
    echo -atcr normal $+($chr(3), $color(own), <, %nick, >) %msgs
    .msg $iif($chan, $v1, $target) $1-
    haltdef
  }
}


Any problems with it, I'm usually on Quakenet in #DestinySC2 under the nick bean_dharma, though I nick change every now and then.