I like the Idea of Links Page by Alex King as described in http://alexking.org/blog/2006/11/06/building-v2-part2:
The other piece of functionality I’ve added is a links page with a links list that is powered by a new plugin I’ve written: Link Harvest. This is an idea that has been percolating for a while - my old links list was horribly out of date, and I came up with this as a potential solution: crawl all of my posts and find the sites I actually link to, then allow the links list to be driven by my actual link behaviour.
I would also like to see these links categorized. Therefore it would be nice to have the possibility to ad some categories or tags to link by creating it in post.