Rebecca has put together a really comprehensive guide for her faculty and students on how to create persistent URLs to full text articles. I draw your attention to the warning that, Most "problem" links come from time- or session-dependent URL's created by the database company on the fly to track usage. - that's been my experience as well.
It must've taken Rebecca a looong time to put this page together, and this is something I've been unwilling to do with the large number of databases to which we subscribe. SFX has a feature that we have yet to enable that allows a user to grab a persistent URL not right to the article, but to the SFX screen that then points to the article. The advantage of this is that should something change within the database you don't have to change all your URLs as long as you can trust SFX to know how to still get in to the database. The disadvantage is that it still leaves the end user with a click before reaching the full text of the article. There can be other advantages too, depending on which services are offered by your SFX setup (integrated citation manager, link to the catalogue or document delivery should the full text content disappear for some reason - that sort of thing).