Saving simple links should not be a complicated heavy thing. Shaarli is simple, but it does the job and does it well. And your data is not hosted on a foreign server, but on your server.

Note that this is not Shaarli's official page, but is used to track Shaarli's development and the packaging in Debian and Ubuntu. Also, since the project is currently not available under version control from the developer, you can use this unofficial Bazaar branch that is updated after each new version is released.