Social marketing scientist Dan Zarella just released data that shows how including exclamation points in your tweets earn more syndication (Retweets) but less clicks.
How to Use This Data
Earning Retweets without click-throughs on links within the tweet is a rare combination that is useful in one particular case - spreading messages. The data in Zarrella's infographic didn't mention anything about reducing the effectiveness of Retweets by including links, so it won't hurt to include a link. However, make sure that the message that you attach is useful without requiring a user to click the link.
Spread the word about sales and promotions by adding exclamation points with the offer. Be sure that the information in the text gives users enough information about the offer without requiring a click-through to the link. Using 'find out more' to push users to click on a link in the message is not a great strategy here. This technique would work particularly well with larger brands that have enough brand equity that the reader would remember or know how to reach the offer (ex: notifying Twitter users of an exclusive weekend sale at a retail location).
Just remember that adding exclamation points has a negative effect on click-throughs, so don't rely on the link that you attach as crucial to understanding the message. However, the data doesn't show that adding a link decreases Retweets (the real goal) so add links if you want since it doesn't hurt to try!