I just realized, that Interwikilinks / external links and Wikilinks actually have a different text-color (#36B compared to #0645AD). Although I'm using Wikipedia for many years now and I'm also actively contributing for about two years now I *never* noticed this before.
I think that the problem is not me being somehow color blind but that the color difference is much to small to be discernible. Especially at "small" sizes (that is without increasing the text size in OS/browser) on a "low-res" display (that is 72 or 96 ppi)
I therefore recommend to increase the color difference since this feature is really useful and it should be available to more people (I assume that I'm not the only person who perceives both kinds of links as "just blue" without being able to tell the difference).
As a test I changed the color of external links to be lighter (#58D), which greatly increased discriminability on both of my displays without looking wrong. One could also think about making internal links darker, a combination of both or maybe even slightly changing color.
As I'm not sure where those colors are defined: I tested with Vector skin (on Windows 7 with Firefox). I hope this bug is also categorized appropriately (might be a skin issue though?)