3000 domain names is a lot .. you're clearly serious :)
i'd just say careful how you host and interlink them. work out a proper strategy of who is linking to who. if they're real enough and of the quality that other people might end up linking to them independently as well, that would obviously be even better for you too!
Creating a mini site network is a trategy that works when done properly, but otherwise it can be a disaster. Before you start, be sure to study the WW discussions on interlinking in the link development and Google News forums. When done wrong, you may be seen as spammer and lose everything (the value of all your domains and all the effort of putting up web sites). With a network of 3000 domains, you can be sure someone will report you as spammer. So try to find what's acceptable.