mailto: URL is a feature found in Lynx,
Netscape, Spry Mosaic, the latest NCSA Mosaics, Emacs w3 mode and
many other browsers. In general, about 80% of web browsers
support mailto: at the time of this writing. However, it is not in numerous
older browsers.
It is of course also possible to set up forms which send mail to you; see the entry regarding email forms.