I don't think there's a way to make it so that every window that opens such as from opening a link from another page, will open maximized.
The window size is saved to the Registry, and it gets saved every time you close your last non-maximized IE window. One way to almost make it maximized every time (basically full screen but with borders) would be to have a single window open, resize it to stretch it to the full screen size but not maximized, then close it. Then go to the Registry key and mark it as read-only. That way it will never be changed, and all future windows that you open by clicking a link will open that size. If you don't set it to read-only, some wanker javascript might open another window with an odd size, and if you happen to close that as your last window, it'd save that smaller size. It's easily fixed if it happens though, just by opening a new window and stretching it back to the full size and closing it last.
You can easily make new windows open maximize by making a shortcut to IE's executable, and setting the "Run" field to Maximized. I stick that in my Quick Launch bar and usually start IE from there. You can also hide the normal IE icon on the desktop and just put the shortcut icon there. Running IE from the "special" desktop icon starts it in the same size as whatever the last saved window was, so it would also open almost maximized using the previous method.
There's no way within Windows itself by default to always make the window permanently open maximized, as it can only save settings for the "window size" which apply to a non-maximized window. I've seen some mention of closing out all your windows except one maximized window, and holding down Shift as you click the X on that window, but that still only saves the setting until something else resets it.
There are also utilities that can force it to maximize every time you open a window. One quick search finds this:
http://www.southbaypc.com/AutoSizer/