Good question! I've often wondered about this myself.
I didn't really want to use the word "links" in the anchor text because at the time, I thought links pages were perceived by users as just a useless page they could care less about. (Still unsure about this)
I wanted to set up two links pages. One for regional info to compliment my site and one for industry related links which have a more general appeal for my client base.
I split the difference and used:
"Favourite BVI services for sailors and landlubbers" as the anchor text and the url is www.mysite.com/bvi-links.html.
"Yachting information and boating related topics" as the anchor text and the url is www.mysite.com/yachting-information.html.
I think it is important not to mislead your user by mislabeling a links page. Some people get really annoyed when lead to a links page they thought would provide the info they assumed would be contained within your site.
"Yachting Information" and "BVI links" are obscure keyword combinations which surprisingly bring "some" traffic to the site ... although it wasn't planned to do so. :)