Symbol for external links

I'm using TikZ to draw the symbol:

\documentclass{article}
\usepackage{tikz}

\newcommand{\ExternalLink}{%
    \tikz[x=1.2ex, y=1.2ex, baseline=-0.05ex]{% 
        \begin{scope}[x=1ex, y=1ex]
            \clip (-0.1,-0.1) 
                --++ (-0, 1.2) 
                --++ (0.6, 0) 
                --++ (0, -0.6) 
                --++ (0.6, 0) 
                --++ (0, -1);
            \path[draw, 
                line width = 0.5, 
                rounded corners=0.5] 
                (0,0) rectangle (1,1);
        \end{scope}
        \path[draw, line width = 0.5] (0.5, 0.5) 
            -- (1, 1);
        \path[draw, line width = 0.5] (0.6, 1) 
            -- (1, 1) -- (1, 0.6);
        }
    }

\begin{document}
See Wikipedia \ExternalLink for more information.
\end{document}

^{In addition to Svend Mortensen’s answer, too long for a comment.}

For Xe(La)TeX or Lua(La)TeX see also update below.

If you already set a document with a lot of \hrefin it, you also can redefine the hrefcommand by copying the original macro to a new one with \let (works here, but not in every case!), see my example.

Note, that I used a dedicated hyperref option for hiding the links. I also show some symbols from two dingbat fonts. Fonts of this type should be in general the most useful for your need.

\documentclass{article}

\usepackage{bbding,pifont} % two dingbat fonts

\usepackage{graphicx} % "graphics" would be enough for the minimal example

\usepackage[hidelinks]{hyperref}

% Redefinition:
\let\orighref\href
\renewcommand{\href}[2]{\orighref{#1}{#2}\,\ArrowBoldUpRight} %bbding
% the same with symbol included in link:
% \renewcommand{\href}[2]{\orighref{#1}{#2\,\ArrowBoldUpRight}}

% Examples:
\newcommand{\hrefa}[1]{\orighref{http://example.com/}{#1}\,\scalebox{0.75}{\ArrowBoldUpRight}} %bbding
\newcommand{\hrefb}[1]{\orighref{http://example.com/}{#1}\,\ding{230}} %pifont
\newcommand{\hrefc}[1]{\raisebox{-0.4ex}{\HandRight}\,\orighref{http://example.com/}{#1}} %bbding
\newcommand{\hrefd}[1]{\scalebox{1.3}{\raisebox{-0.3ex}{\ding{43}}}\,\orighref{http://example.com/}{#1}} %pifont
\newcommand{\hrefe}[1]{\scalebox{0.8}{\raisebox{-0.5ex}{\HandRightUp}}\,\orighref{http://example.com/}{#1}} %bbding
\newcommand{\hreff}[1]{\ding{226}\,\orighref{http://example.com/}{#1}} %pifont
\newcommand{\hrefg}[1]{\ding{238}\,\orighref{http://example.com/}{#1}} %pifont
% the last with symbol included in link:
% \newcommand{\hrefg}[1]{\orighref{http://example.com/}{\ding{238}\,#1}} %pifont

\begin{document}

\hrefa{link A}, \hrefb{link B},

\hrefc{link C}, \hrefd{link D}, \hrefe{link E}, \hreff{link F}, \hrefg{link G}

\end{document}

---

Update:

Bad timing – shortly after writing of this answer a new package fontawesome was released. For Xe(La)TeX or Lua(La)TeX users this package “grants access to 249 web-related icons provided by the included Font Awesome free font” (cite from documentation abstract). One of them is the symbol for external links accessible with \faicon{external-link} or \faExternalLink:

% Compile with LuaLaTeX or XeLaTeX
\documentclass{article}
\usepackage{fontawesome}
\usepackage[hidelinks]{hyperref}

% Redefinition, symbol included in link:
\let\orighref\href
\renewcommand{\href}[2]{\orighref{#1}{#2\,\faExternalLink}}

\begin{document}
\href{http://example.com}{example web site}
\end{document}

One can simply use the ExternalLink icon in the fontawesome package

\documentclass{article}
\usepackage{hyperref}
\RequirePackage{fontawesome}
\begin{document}
\href{https://stackexchange.com/}{Link to Home page \faExternalLink}
\end{document}

output: