Drupal 8 links or where is my l() function ?

The l() function is deprecated in Drupal 8, here is a starter.

Import the URL and Link classes :

use Drupal\Core\Url;
use Drupal\Core\Link;

You have several options, but basically, you can start with an url that will be used by a link.
One of the possible implementation will be used, with the Link::fromTextAndUrl method. 

Let's start with an external link :

$url = Url::fromUri('https://colorfield.be');
$link = Link::fromTextAndUrl(t('Colorfield'), $url);
$link = $link->toRenderable();
$link['#attributes'] = array('class' => array('my-link-class', 'another-class'));
$output = render($link);

Some variations can be obtained, based on the url :

• Internal route, provided in a *.routing.yml file
  // get the contact form
$url = Url::fromRoute('contact.site_page');
// or a specific node, with absolute URL
$options = ['absolute' => TRUE];
$url = Url::fromRoute('entity.node.canonical', ['node' => 1], $options);
• Internal path :
  $url = Url::fromUri('internal:'.'/my/path); // do not forget the / prefix
• Anchor, in the current page :
  $url = Url::fromRoute('<current>', array(), array('fragment' => 'my-anchor-name'));

Drupal.org references

• URL class
• Link class
• LinkGeneratorInterface