I have my own web version and link put into my newsletter (http://www.irex.org/newsletter/200801/index.html) but I was planning to use the forward and unsubscribed automatically created by campaign monitor. These only are created for the email though, so if someone goes to the web version, I don't believe they can click these links from there. Obviously no need for the unsubscribe (since it's on a website, not in a mailbox), but what about the forward option.
P.S. If you see my newsletter, you'll see the html's a bit of a mess and i've got a lot of work on the style to make it gmail/hotmail compatible, if i decide that's worthwhile.
As you mentioned, there is no need for the unsubscribe link, but the forward to a friend tool will still work with the web version of your campaign.
And if you'd like to see how your campaign renders across lots of email clients don't for get about our testing tool.