I really think you're making way too much of this and going about it the wrong way. The solution to 'OMG Spam!' is not 'disable all links', as that will prevent your 500-commenters a day that are legitimate from ever being able to post a link. How many spammers with these links are you getting to make this a tenable solution?
But. You want what you want. Here are two options.
Literal Comments can disable ALL HTML from comments. No HTML means no links. However, the spam post, with the spam URL, will still be there. Someone could follow it. And that's what they want, those dirty spammers. The other downside is that you'll loose bolding, italics and all that.
Strip! allows you hide links from a given comment. Click a button, link is gone. Problem there is you'll still need to moderate the links.
My suggestions before you go whole hog:
Add the Akismet and Bad-Behavior plugins. My spam was cut down to 2 (yes, 2) a month (yes, a month) that got past those two. If you're using them and these spammers are still getting through then look into WP-SpamFree.
Also, double check that the advice in Combating Comment Spam has been followed. It's good advice.
There are a whole lot of plugins for combatting spam, and you'll have to sort out which one works best, but really, yanking all links should be a last 'I am getting 100 spam posts a day!' thing.