I agree that using protocol relative URLs is the way to go, but there is one particular situation to watch out for: if the user saves the page to disk and opens

I agree that using protocol relative URLs is the way to go, but there is one particular situation to watch out for: if the user saves the page to disk and opens it again then // will become file:// and all relative links will be broken. So on something like an "invoice" page that the user is likely to want to save you may not want to do that (or use a piece of javascript to rewrite the links dynamically)