You can set sfRouting parameters to generate https urls or urls with a different protocol. Check out the sfRouting::fixGeneratedUrl method.
However, if you're only interested in this for generating https links, I strongly recommend using a filter approach. The sfSslRequirementPlugin was written for 1.1, but will work with some modifications. Alternatively, there's this solution written for 1.3/1.4, but I have never used it.
A filter approach is required to ensure that your secure actions are only being accessed securely and will let you be unconcerned with how URLs are generated.
echo link_to('Visit Hoogle', 'http://www.hoogle.com');- Yaroniuslink_to('info', '@info');- Brice Favre