I'm not familiar with what you're using, but maybe you could find an easy solution if you thought of it more as a word filter?
Then you could just add domains or keywords to a censored list.
I'd imagine that most things that don't have word sensors built in would probably have a plug-in that would do it.
If you do a redirect of some sort, I'd make sure it goes to a page that explains what just happened. You don't want someone to thing sleazy-spammy-child-porn-site.scum really redirects to a site you're associated with.
Personally, I'd avoid the whole redirect thing anyway and just censor it by either modifying or deleting the offending content.
Another option (maybe) if there's not a whole lot of link-posting, traffic, etc... would be looking into some sort of anti-spam plug-in that holds comments for moderation if there's a link in it.
I think another advantage to scanning keywords, instead of just links, would be to catch people trying to bypass the filter with stuff like www . example . com or example [dot] com, etc...
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