Below is an Applescript for BibDesk which cuts the content of any field where the cursor is, say the content is "hep-th/9803179" or "arXiv:hep-th/9803179", and replaces it with \href{http://arXiv.org/abs/hep-th/9803179}{hep-th/9803179}. The script could of course be easily modified to suit other needs. 
eprint.scpt 

 Below is a slight modification of the previous Applescript for BibDesk which cuts the content of any field where the cursor is, say the content is "hep-th/9803179" or "arXiv:hep-th/9803179", and replaces it with \href{http://arXiv.org/abs/hep-th/9803179}{arXiv:hep-th/9803179}. 
 arXiv.scpt 

 Below is an applescript that gets the filepath of the front window in "Preview" - if you use Acrobat, you have to change the name of the process acoordingly - and copies it into the field in Bibdesk, where the cursor is; thus make sure that the cursor is in Local-Url. 
local-url.scpt