CodeIgniter - Correct way to link to another page in a view

I assume you are meaning "internally" within your application.

you can create your own <a> tag and insert a URL in the href like this

<a href="<?php echo site_url('controller/function/uri') ?>">Link</a>

OR you can use the URL helper this way to generate an <a> tag

anchor(uri segments, text, attributes)

So... to use it...

<?php echo anchor('controller/function/uri', 'Link', 'class="link-class"') ?>

and that will generate

<a href="http://example.com/index.php/controller/function/uri" class="link-class">Link</a>

For the additional commented question

I would use my first example

so...

<a href="<?php echo site_url('controller/function') ?>"><img src="<?php echo base_url() ?>img/path/file.jpg" /></a>

for images (and other assets) I wouldn't put the file path within the PHP, I would just echo the base_url() and then add the path normally.

The best way is to use the following code:

<a href="<?php echo base_url() ?>directory_name/filename.php">Link</a>

you can also use PHP short tag to make it shorter. here's an example

<a href="<?= site_url('controller/function'); ?>Contacts</a>

or use the built in anchor function of CI.