<a href="#" onClick="ColdFusion.Window.create('etc', 'etc.cfm');">The upshot to this technique is that you get a link that looks and acts like a link. The minus is that when you click it, it appends a hash mark (#) to the end of your url. Not a big deal, but still.
On Friday, at the fabulous Salt Lake RIA Dev Shed, I learned another little "duh" JavaScript technique. Rather than trying to explain it, I will just show. You can do the same thing as the above like this:
<a href="javascript:ColdFusion.Window.create('etc', 'etc.cfm';">
Huzzah for cheap little JavaScript tricks!