Funny you should talk of craigs list and links. After one of my sites was featured in publications suddenly a ton of sites are linking to it including a post on craigslist. The post seems kinda spammish as if i were to post it but I didnt. Its sending about 30 hits a day but that could just be because of the topic.
Its not listed in the backlinks of Google for me. Haven't digged that deep in other engines as of yet. But I would seriously not spam craigslist as it will make them impliment ebay user accounts to the extreme.
Craigs List is kind of like a message board/bulletin board broken up int into geographic regions. People buy/sell/trade goods or services with other members. Think of it as an online version of the classified ads.
a year ago or so I did post some messages on craigslist with links and they did get counted towards my inbound links. However because the messages only last for 15 days or so, unless you know the SE's are going to spider it during that period, then all you're getting are the clickthroughs to your site.
This was a year ago, I don't know if anything has changed in the meantime.
I know a couple people who work at Craigslist and apparently they have both automated and manual spam detection efforts in place. They are pretty aware of link spam as they have been targeted for years.
I'm sure you could post some links that wouldn't be spam and they would remain up but they would not last long term as mb points out.