One thing, it makes it a lot easier for your visitors. They don't have to copy your email address, open their email, and paste your address to send you an email, one click and they're done.
Another great reason to use a link is to avoid junk mail. Spammers search the internet for email addresses to send their crap to, so if you post your email address on your blog, they will find it. Using a link for your email will help to hide your address from these junk mail junkies.
All you have to do is copy and paste this code anywhere you'd like to have an "email me" link.
<a href="mailto:firstname.lastname@example.org">Email Me</a>
Make sure to change the part that says "email@example.com" to your email. You can also change the "Email Me" text to whatever you'd like.
Hope this helps!