I wouldn't use footnotes because they are disruptive. Also this may lead to an abundance of repetition in your document, with the same footnote appearing over and over again.
Instead, I suggest you treat URLs as normal references.
The biblatex packages provides support for URL references. Another advantage of using the package is that it lets you create a separate bibliography for the URLs. This is not explained here.
The package supports values for url, date, and urldate keys in your BibTeX database.
url describes the URL.
date describes the official date.
urldate describes the date you visited/retrieved the URL.
The package also lets you customise the text in the bibliography that precedes the value for urldate. For example, you can set it to Visited or Retrieved. Customising the string is done by setting the bibliography string urlseen.
The following is based on an example from Marco Daniel. It shows the basic mechanism. Save it, run LateX on it, then bibtex, and LaTeX.
\documentclass{article}
\RequirePackage[style=authoryear,
useprefix=true,
backend=bibtex,
block=space,
language=british]{biblatex}
\renewcommand*{\bibopenparen}{[}
\renewcommand*{\bibcloseparen}{]}
\renewcommand*{\finalandcomma}{,}
\renewcommand*{\finalnamedelim}{, and~}
% 3em recommended by Bringhurst, p 80.
\renewcommand*\bibnamedash{\rule[0.48ex]{3em}{0.14ex}\space}
\usepackage{filecontents}
\begin{filecontents}{\jobname.bib}
@Online{ctan,
label = {CTAN},
title = {CTAN},
subtitle = {The Comprehensive TeX Archive Network},
date = {2006},
url = {http://www.ctan.org},
urldate = {2012-04-07},
}
\end{filecontents}
\addbibresource{\jobname.bib}
\DefineBibliographyStrings{english}{%
urlseen = {Retrieved},
}
\begin{document}
I always get my {\LaTeX} packages from
the Comprehensive {\TeX} Archive Network~\parencite{ctan}.
\printbibliography
\end{document}
The \parencite command is for parenthetical citations. (biblatex also provides other kinds of citation commands.) The filecontent related stuff makes the example a standalone example (so you won't have to create the BibTeX file). The command is not recommended for day-to-day LaTeX.

an example would be to reference to http://google.com. Would it be the correct to just create a footnote?
– Callum Feb 19 '13 at 17:44