I've seen links to Amazon, ISFDB, Wikipedia, author's websites and publisher's websites. Is there a community preference or convention for linking to books?
I recommend linking to Wikipedia if there's an article, since all the useful information tends to be there: basic bibliographic details, plot summaries, cultural relevance, link to the author's biography, links to vendors, …
For written SF (excluding comics) in English, just about any book or story is referenced in the Internet Speculative Fiction Database (ISFDB). ISFDB has detailed bibliographic information and links to Wikipedia when they exist. I recommend using ISFDB when there is no Wikipedia article or when discussion publications (especially for short stories).
If the author has a web site, that's a good alternative to ISFDB.
If there's no ISFDB entry (for example because it's a comic book), you can link to Wikipedia's book source facility:
Some people link to Amazon, which is automatically turned into a Stack Exchange, Inc. affiliate link. I don't like to favor any particular vendor, so I won't do it and encourage others not to.
I like to use LibraryThing, because it lists all editions of a book, not just the currently-available one (like on Amazon). It includes reviews and descriptions like Wikipedia, though sometimes they're harder to find. It's also not trying to sell you anything, which I think is a point in its favor.