Sit, my children, and let me tell you of the world and its tricks...
You can basically always scroll inactive window content. I can't even think of a case where this isn't true. (This also means that scroll-to-navigate works in Lion.)
In many cases, you can drag content from inactive windows/apps without focusing the app. For example, you can drag a file from Finder or a message from Mail.
When you click a button that's on a window, it usually "accepts first mouse events" — meaning your mouse-down will both focus the window and act as a mouse-down event on the button. Then when you let go, the button will carry out its duty.
(Also note: in the case of the close/minimize/zoom widgets,
you can actually click them without focusing the window.)
(Second aside: in toolbars, it's not uncommon to disable some buttons while they're inactive, so you don't accidentally click them — take Mail's delete button, for instance. However, this functionality is slightly broken in Lion, because if you start clicking (so the window focuses) and then drag, you can actually still activate the button.)
However, this mostly only works for buttons. As you've noticed, when you try to click a link (or select text, or another similar action), you have to focus the window first by clicking, and only then can you interact with the content.
The Great Workaround
(or the rule of thumb, as you say; hehe)
To get to the point: In most cases, when you hold down ⌘ Command, you can interact with inactive window content. You can hold down ⌘ and select (and even drag) text in the background, drag things around (including scrollbars!), click buttons, and more, without activating the window.
"But wait!" I hear you say. "Holding down ⌘ opens links in a new tab!" Ay, there's the rub:
When you hold down ⌘ and click a link in Safari or Chrome, it will work without activating the window... but the link will open in a new tab.
And to my knowledge there's no Great Workaround for that, unless you want to disable ⌘-clicking in your browser.
There you have the facts — make the workflow you will of them!
An update, quoting some content from Apple's Human Interface Guidelines (this is just for reference, not to prove a point):
Avoid providing click-through for an item or action whose result might
be dangerous or undesirable. Specifically, avoid enabling
click-through for an item that:
- Performs a potentially harmful action that users can’t cancel (for
example, the Delete button in Mail)
- Performs an action that is
difficult or impossible to cancel (such as the Send button in Mail)
- Dismisses a dialog without telling the user what action was taken (for
example, the Save button in a Save dialog that overwrites an existing
file and automatically dismisses the dialog)
- Removes the user from the
current context (for example, selecting a new item in a Finder column
that changes the target of the Finder window)
Clicking in any one of
these situations should cause the window that contains the item to be
brought forward, but no other action to be taken.
In general, it’s safe to provide click-through for an item that asks
the user for confirmation before executing, even if the command
ultimately results in destruction of data. For example, you can
provide click-through for a delete button if you also make sure to
give users the opportunity to cancel or confirm the action before it
Think twice before supporting click-through for items that don’t
provide confirmation feedback. Specifically, consider how dangerous
the action might be, and determine how difficult it will be for the
user to undo the action after it’s performed. For example, the Mail
Delete button does not provide click-through because it deletes a
message without asking for confirmation, which is a potentially
harmful action that can be difficult to undo. On the other hand,
click-through for the New button in Mail is fine because its resulting
action is not harmful and is easy to undo.
Ensure that items that do not support click-through appear disabled
when their window is inactive. The disabled appearance helps users
understand that these controls are unavailable. For example, the
delete and mark as junk buttons in the inactive Mail window shown
below do not support click-through.