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Are you talking about internal or external links, or both? All internal links should be updated to the preferred page. There is an htaccess that will make your non www redirect to www, and also .com/ redirect to .com or vice versa. If your internal links are pointing to a page that redirects to another page, I would say that is not good and would advise to update to the preferred page right away. If your talking external links, there is really nothing you can do about that. I get links to my site from sites I never even heard of before and they tend to get the wrong url on my site as well. Just build a 404 error page to visitors who land on a wrong page can easily navigate back to a page on your site.  For all future external linking strategies, use the preferred landing page. I wouldn't recommend linking to a redirected page if at all possible. Hope I understood your question correctly and my reply is helpful.