The use of links is exactly what separates the Web from paper writing. I write a local history blog, and I try to link to background information for those who may choose to delve deeper into the subject. There should never be a need to follow a link, but linking turns a static article into a dynamic resource.

On another subject, the person who invented single-sentence paragraph should be boiled in oil. I don't care if famous author-X did it - you're not famous author-X I left Dick and Jane behind a long time ago, so please write for grown-ups.