How should I add links to other pages/posts from my post?

You have a couple options. Both involve using the post ID because that doesn’t change.

1. You could use the ugly URL in the form of http://www.example.com/?p=23 where ?p=23 would be the ID of the post.

2. You can use a shortcode that accepts the post ID and outputs a link using get_permalink().

The following shortcode would be used like this.

[postlink id=23]Some link text goes here[/postlink]

And here is the function.

function postlink_id_to_slug( $atts, $content = null ) {
extract( shortcode_atts( array(
    'id' => ''
), $atts ) );

if ( $id == '' || ! is_numeric( $id ) || $content == null) return false;

return '<a href="' . get_permalink( $id ) . '">' . $content . '</a>';
}
add_shortcode( 'postlink', 'postlink_id_to_slug' );

I should mention that there are a number of ways to find the ID of a post. One way is to open the post in the post editor and then find post=xx in the URL in your browser’s address field where xx is the numerical ID.

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Just to know: this plugin does same thing in a more flexible manner.