Some GUI for mklink?
Solution 1:
I don't think you will find a more feature-rich and well-documented utility/add-on than Hermann Schinagl's Link Shell Extensions found here: http://schinagl.priv.at/nt/hardlinkshellext/hardlinkshellext.html
Truly everthing else that I have read and used pales by comparison.
Solution 2:
NTFS Link provides an explorer extension for creating hard links.
Solution 3:
Have a look at Junction link magic
Solution 4:
Have a look at symlinker.
I haven't found a shell extension to create symbolic links yet (NTFS Link, suggested by Adam, can only create hard links and doesn't have x64 shell support).
Solution 5:
I've used symlinker as well. It's simple if you have a slight understanding of the differences between varying symlinks. It doesn't however scan for symlinks, but I really don't need that function anyway.