When using Drupal's menu system for linking pages on your site the corresponding menu link gets the CSS class
active when the referred page is being displayed. To make use of this to improve a site's usability you can highlight this link by assigning a different color, background color, etc. Drupal's
l() function also takes care to add the
active class to currently displayed links.
On this site I have to blocks in the sidebar (Recommended Articles, Drupal Modules) with hard-coded links to internal pages using plain HTML. My main reason not to use menu items is because I am too lazy and I don't use the
l() function to not increase the number of database queries more than necessary.