As long as you make your site useful to your users and "sticky", they will most likely stick around and maybe "subscribe". Plus, you don't have to put your reciprocal links right in thier face. Personally, I only visit "links" pages to add my link, not to find another site. I prefer engines for that. And, as long as you make your outgoing links open in another window they won't "really" be leaving. Hopefully, after seeing what else is out there, they will appreciate your site more. Just my 2 cents though.