Links are what make hypertext. I mean, they really make it. There wouldn't be a hypertext without links, and
http would have even less meaning that it does already. So: link where ever and whenever you can... but link to permalinks! By which I mean: take care of the longevity of the interlinked web, and remember that links are identifiers and should not be discarded without thought. (Of course, I did manage to break many links on this site when I moved from WordPress, but I'm slowly fixing them as I notice they come up in the logs.)
This page should, in early noughties parlance, be a list of links that I like — my 'blogroll' as it was once known. But sod that, I say. Better to have links where they're required, and not mouldering away in a list that I never read and never update.
So you'll have to read elsewhere on this site, if you're looking for an external link on which to surf (ha!) away from here.