How do I open links in Visual Studio in my web browser and not in Visual Studio?

There is an extension that provides this behavior called Open in External Browser. It works in Visual Studio 2012, 2013, 2015 and 2017. (An old version available on GitHub supports Visual Studio 2010.)

Thanks goes to Dmitry for pointing this out in his answer to this similar question.

EDIT: The Visual Studio team is finally starting to work on putting this right into Visual Studio. Status of this feature request just moved from "Under Review" to "Started".

I could not find a setting for this so I wrote a simple macro that you can use. You can bind this to a key-combo like all macros. This will get the job done until we get a better answer.

Sub OpenURLInChrome()
   'copy to end of line
   DTE.ActiveDocument.Selection.EndOfLine(True)

  'set var
   Dim url As String = DTE.ActiveDocument.Selection.Text

   'launch chrome with url
   System.Diagnostics.Process.Start( _
      Environment.GetFolderPath(Environment.SpecialFolder.LocalApplicationData) _
      + "\Google\Chrome\Application\chrome.exe", url)
End Sub

Just put your cursor in front of the url and run the macro...