The correct way to do this does use the page id (like in your example), but MODX supports a special syntax to generate links:
<a href="[[~123]]">Click Me</a>
In this example 123 is your page ID. It doesn't matter if you move the page to somewhere else on your site or if you change your domain name or if you give your page a new alias or you enable friendly urls, that syntax will ALWAYS resolve to the page indicated.
Compare this to WordPress, which in many circumstances requires you to paste the raw HTML link: that solution works, but as soon as you change your permalink to the page, all the links pointing to it will break. The MODX solution is much more robust.
Check out the page in the docs on tag syntax:
http://rtfm.modx.com/display/revolution20/Tag+Syntax
And you may want to try out the Syntax Checker plugin to help you catch errors in the MODX tag syntax:
http://modx.com/extras/package/syntaxchecker