I guess it was in the late '90s that I learned that the "right" way to send a URL via e-mail (or on Usenet) is
preceding text <URL:http://www.example.com>.
I can't seem to find that reference now (does anyone know?) and I don't know whether that practice is still considered "right", or by whom.
I either do that, recast the sentence so the URL is not followed by punctuation (as Roger Attrill suggestedRoger Attrill suggested), or put a space after the URL:
preceding text http://www.example.com .
The latter makes me cringe, but at least the period doesn't show up as part of the URL; but I prefer recasting the sentence (which sometimes means putting the URL on its own line as a blockquote).