What I'm trying to do is to block any kind of url and links posted on my site,
The thing is that these people started posting these links like that for example:
They are using many different variations, and I don't know what to do in order to block them all.
You should consider using a spam-checking service like akismet and incorporate that into your site. It will help you catch spam like that.
This way, you wont have to struggle with regex.