It might need careful thought.....headings, categories etc, and it could be difficult getting people to put links in 2 places (say as an answer to a forum question as well as on the links page), but in principle this would be very useful indeed.
I notice that a links bar has apeared on the LHS underneath the shopping area. Is that paid advertiser links? I'm really after a members links area so we can share useful resources and make them easily accessible.