Lets just say that I wanted to be extra careful with the website I'm visiting (irrespective of whether the site is offered in https) and wanted to convert every href in the web page received into its https equivalent.
Is there a way/add-on to do this ? or do I have to write my own :(
You can't just point all links to https, most of them will break, and secure sites will redirect you to https anyway.
As Paul said, most sites will break if you do this. However, if you wanted to do something similar to this (grabbing all the links on a page and doing something to them), a Greasemonkey script would be easier and quicker than writing a Firefox add-on.