My CG-Inline plugin (part of my CG-PowerPack) has a macro or two for things like that, depending on exactly what you want to do. In WP, Pages and Posts are the same things, all based on unique IDs. So long as you know the ID, you can link with something like:
The link text is optional (and you can also change the title arg of the a-href itself...).
Actually, I think the version up on my site right now will give the wrong link title if you leave out the text, grabbing the title of the current post... my upcoming release will fix it so if you just want the post-title, you can just have the post ID and nothing else.
It also has a
pagelink macro, that lets you embed links direct to other numbered pages within a long post (good for lengthy reviews, etc.), a query macro (for insta-links to google, yahoo, ask, wikipedia, answers, dictionary, and imdb... more easily added), embedded post-meta data values directly, and of course embedded 'live' Amazon product links (in collaboration with my CG-Amazon plugin) with just a product's ASIN number.
Does more than that, but those are the ones folks have used. (There's an image-thumbnail-link thing too, for inline or floating thumbnails pointing to a page showing a bigger version, but I haven't made it properly accessible to users of the PowerPack yet...).