I've been doing this for years and couldn't for the life of me remember why until I recently came across the explanation in this Internet Explorer blog article.
When entering hyperlinks -- in a browser's address bar, or when editing hyperlinks in a web page -- you should always put a trailing backslash if possible (where it is allowable).
The example given in the article is:
For instance, navigating to http://msdn.microsoft.com/ie takes one more roundtrip than http://msdn.microsoft.com/ie/ When the browser navigates to the /ie url, the server merely sends down a 301 to the /ie/ url. Both links work, but the second version is faster.So when you omit the trailing slash the server has a bit more work to do, there's a bit more network traffic, and you have to wait a bit longer (perhaps only a tiny bit, but it all counts). All in all, this means some amount of increased overhead.
Didja know that?