Also if you go to the trouble of changing all the links protocol, consider using a relative protocol, in case you would need to move your store on a local development machine to do some testing and you would not have set up SSL. Having links "hard-coded" with https or http will make it difficult to move back and forth between a SSL and non-SSL configuration.
Using a relative protocol means that your links start with // and they will default to the protocol used to access the store.
Example:
old links: http://mystore.com/product
new links: //mystore.com/product
If store is accessed with https, the new links will also use https, otherwise will use http.