Nowadays Google Maps can show direction from user’s current location to any specified place easily. Here is how to accomplish that in link on the web (<a>)
Simply putting My+Location in the link URL in this format:
Note that Current+Location works as well, but stackoverflow’s member said that it works only on English OS users.
For examples, the URL to go to specified lat, long destination is:
You can change daddr=xxx to address as well (e.g. Bourke+Street)