Yes, it would be nice if every object had a URL.
One place is in acs-content-repository/tcl/publish-procs
There was some work on the <relation> tag done for the simulation package, I believe.
What you are proposing is a good way to work around the security implications of <img> tags in user contributed content. It would be nice to be able to add a photo from a photo album, or any CR folder, to a page content.
It is easy enough to add WebDAV support to any content folder that uses the content repository in a consistent manner. Although I think it will need to be smarter about what content type to use when creating a new object.