Yeah, I looked those when I was doing my link research. Aluminum links are somewhat lighter than steel, and are basically more flexible than steel, meaning they will deflect and spring back undamaged. The vast majority of links people use are DOM tubing. While relatively cheap and plentiful, it can be somewhat heavy when compared with aluminum. The best compromise I've found is heat treated chromoly steel. It is almost as light as aluminum, and way stronger than either aluminum or DOM. It is actually comparatively cheap too. Another advantage is that if I get it from these guys, it is just a trip over the hill for me, so I don't have to pay shipping. He's a forum guy over at pirate4x4, here's a thread about these links:
http://www.pirate4x4.com/forum/showthread.php?t=836035

As you can read in that thread, the chromo links are substantially harder, have almost twice the tensile strength and are a little cheaper($800 vs. $1168 plus shipping) The aluminum has the advantage in the corrosion department, but for those of in the arid southwest that isn't a deal breaker. Aluminum does look way cooler too though I may still go that route, but we'll see.