Adium 1.3b2, a multi-protocol IM application for Mac OS X based on Pidgin now recognizes Spotify URIs and turns them into clickable links. You no longer need to bother with the workaround HTTP URLs when using Adium. Thanks, Rasmus, for the patch!
One application at a time, we hope, will add support for this. If you’re the developer of an application that auto-detects links, please consider adding support for the spotify: URI schema.