Wouldn´t it be logic, being able to assign links to post categories and/or pages or alternatively assigning link categories to post categories?
As a result, in every category resp. on every page I would see the appropriate links (automatically)?
The biggest drawback for me in WordPress (which I find a georgeous piece of development) is the fact, that I have the same blogroll throughout my topics. Don´t tell me now, how to work around (or to change code for tweeking this).
If I write about topics, I usually had hundreds of links PER topic – which I don´t do on my WordPress sites at the moment, as it´s too much hassling around…