nominally this is an enhancement request, but in reality it's a bug.
here goes: tipsy (the jquery plugin that allows for better tooltips) has a "html" attribute, which allows displaying html (including links) in the tooltip.
what's missing is the ability to tell the tooltip to stay up if the mouse hovers over the tooltip itself (in addition to when the mouse hovers above the control that "owns" this tooltip). this is needed if one wants to use html tooltips with clickable picese - it's very frustrating to the users to move the mouse from the control to the clickable item just to have the tooltip disappear. using long "delayOut" is very unsatisfying compromise - it forces a choice between short delay (some users are not quick enough to click in time) and long delay (annoying tooltips that do not go away when you don't want them any more).
this hampers the usefulness of tipsy greatly, and in some cases forces developers to handle the "show" and "hide" of the tooltip themselves, resorting to disgusting mechanisms such as setTimeout().
just one example:
enwiki has a very useful gadget named "popup".
this gadget's code is sheer monstrosity - it weighs more than 1/4 ton(!) and 7600 lines(!!).
using jquery and tipsy, one can easily implement this functionality with nice and tight code using way less than 1000 lines weighing less than 50K, but one thing that's required is a way to tell tipsy to stay up when the mouse hovers over the tooltip.
(not really the reason for this bug, just an example of useful tool where the tooltip contains clickable items, and staying up on hover is absolutely required)
tipsy has a "trigger" option that accepts "manual" or "hover" values. please add "hover_tooltip" or somesuch that will behave like "hover" does, but will keep the tooltip open when moving the mouse from the control to the tooltip itself.
if this is to be done it probably should be done in mediawiki - the tipsy development seems to be dead for several years now.