I've noticed that whenever I post an image URL, Uwe or others edit that URL, turning it into an actual picture. Is that something I should be doing when I post, or is it a function reserved for administrators?
As a general rule, I think it's better to have images in-line in the post. There may be exceptions, but off the top of my head, I'm not sure what they'd be.
I assume you've been to the sticky post in this section that explains How to post Pictures?