As an alternative or in addition to using the watchlist feature, one can also define a user style for links to selected pages, putting in one's CSS a list of lines like:
On the (Enhanced) Recent Changes page it works like the bolding feature mentioned above, but it is more versatile, e.g. allowing extra emphasis on pages one is very interested in, or different styles for different categories of interesting pages. Furthermore, it also works on user contributions pages, and on regular pages (also for piped links, but not for indirect links through a redirect). It also applies, less usefully, for the section editing links in the page itself.
To highlight links to the given page also from other websites, including interlanguage links, use instead of the above:
a[href ="full url "] { .. }
Note that the full url is needed, even to highlight links from the same project, although the html code uses the relative url /[url=http://www.zzbaike.com/wiki/wiki]wiki[/url]/pagename.