An extremely useful feature of the UCSC Genome Browser, which I have been using for many years, is the ability to create links your genomic features in your custom track. For more information, see this page, step 5.
For example, I want to make a bed file of SNPs and load them as a custom track. When displayed on the Genome Browser, I want to directly go to the dbSNP website by clicking on the feature. All you need to do is add this line into your custom bed file:
track name="dbSNPs" description="SNPs from dbSNP" url="http://www.ncbi.nlm.nih.gov/snp/?term=$$"
Then when you click on the SNP, you should see a page with an "Outside Link".

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