I've actually been doing something like this for years for Markdown footnotes. In fact, I changed the format to make it more natural. Now I just use the traditional footnote symbol † (option+t on Macs), like: Markdown is great.†
Nice. For my formatting style I actually see it being handier for footnotes than for links. I usually write all my links inline anyway and then flip them to reference format with formd. Footnotes, on the other hand, I always keep right below the paragraph they reference. Great idea.