I get into wikipedia rabbit holes myself, all the time.  Sometimes they are productive, an other times, they are not.  What determines how productive following  interconnected links, for me, is how I organize my web browser.

First an foremost, I don’t use Safari or IE.  I like Firefox for its customizability.  I install a plugin called Tab Mix Plus.  This allows me to open tabs on multiple lines; without the plugin, the tabs are hidden after one line.  There are many more customization options too, such as conditional coloring, alternate contact menus, and tab protection as well.  These are all very useful when trying keep track of many websites.