Quite a few people have done things with linkblogs or asides, particularly Matt at http://photomatt.net/archives/2004/05/19/asides/
I wanted to something slightly different i.e. collect all my linkblog entries at the end of a given day, after the normal entries, regardless of the order they were posted
This meant running a nested loop for the linkblog category within the main WordPress loop.
If you're interested the details are at: