Here are stats about webmail usage of the top web mail providers:
- Gmail: 16%
- Outlook.com 5%
- Yahoo! Mail 3%
Given that these are the top 3, it makes sense to create links specifically for them. All of them have URLs that will open a compose email message in their system.
Along with the classic mailto: link:
PlanetScale Networks suggests in his answer that craigslist does something similar. They include AOL (presumably because it has been bigger historically). They also call the Outlook option "Hotmail, Outlook, Live mail", presumably because it has had other names over the year to which users still refer to it.
For completeness, here is the AOL link for compose:
When you use these URLs, parameters must be URL encoded (percent encoding) so
THE SUBJECT would need to be
THE%20SUBJECT to be put into one of the links.
Sources: Hotmail/Live.com mailto: URL no longer working. Is there a new format?, What is the format of compose links to web mail clients such as Gmail, Yahoo Mail, Hotmail and AOL?