Featured Image Linking (custom url)

I just recently decided to experiment using the featured image for creating a thumbnail for my posts. However, I’d like to have some control over where the thumbnail linked to.

For example I have a thumbnail image of a youtube video, and I’d like it to link to https://www.youtube.com/v/nBFhvrAOFqY instead of my post. Other times I much just want it to link to a larger version of the image, and other times simply the post itself. i.e. I need some sort of custom field to enter for my thumbnail/featured post image.