example doesn't look very "connected" to
the link syntax. Enclosing
tildes, like ~[[Template:Box]]~, might be better as well; of course,
you'd have people wondering why ~[[User:IMSoP/foo]]~ didn't do
anything...
No you wouldn't. The whole point of including "Template:" in the
syntax is to make it really obvious how to transclude *other*
namespaces.