domain.com/ vs. domain.com/index.htm

I know that the url you link to matters.... I also know that InDex.HTMl is different thant index.html on unix servers. But lets say I have a url like:

domain.com/dir/
and on some of my pages I link both urls differently

once like:
domain.com/dir/

and another time like:
domain.com/dir/index.htm

Is there a difference as well`? Which one will be indexed.

Both will be indexed. Use 301 redir if it is annoying.

Both will be indexed as long as they're linked to from pages that are spidered. But try to keep your links consistent, otherwise you're just splitting your page rank wastefully. Pick one of the two and implement that throughout as long as it's not too difficult.

Of course it's not a huge deal, so if this would take more than a few minutes don't bother, because it likely wouldn't be an effective use of your time. Unless that page is your "money page" or something.

Both will be indexed, but it will be like pr splitting.
It's best to keep it the same