I don't really think its the url tags that are the problem, even with them it still requires people to click them to get any crap. As much as I hate to say it, its the image tags that are the biggest problem for SPAMbots since they can post images. But the lost of them would be a big blow to the painting forum IMO.
I think I mentioned this to you a while ago, is there a way to make it members up to a certain amount of posts cannot use tags? That way most of us could happily post urls and images while SPAMbots signing up would be unable to.
I think overall you have really done as much as you can to stop them though. Putting the COPPA code and email verification stops a surprising amount of them, but the few that get through... Well I guess we just kill them as we see them. Members reporting the SPAM threads helps because I (not sure about other mods) check my emails pretty often. Also having the maturity to not reply to them is great to see, and if you don't even bother opening them if you know they are junk I suspect that discourages future ones since they don't get many views.