1. If you switch PDS all links continue working.
2. If you change your handle (for did:plc, did:web can't do this because DNS) it used to break links but nowadays this isn't a problem because handle resolution respects historical handle naming (I think it works by post+handle age but I can't remember).
3. Also if you share posts using the did syntax instead of handle syntax (which bluesky seems to be slowly changing over to, at least profiles do this now), it's stable regardless of handle changes.
4. If you want to switch frontends, you can use an extension or app like at://wormhole to do so. UX for this should improve over time but that's a big "eventually".
5. Hopefully the at:// URI format catches on but that's a long ways away given that browsers make using custom URIs an absolute nightmare.