goodroi - 10:52 pm on Jan 11, 2013 (gmt 0)
It sounds like if you do not interlink the sites you will likely end up with unhappy users and lower conversions. If you are talking about a handful of links that will improve usability, I would go for it. It is ok to exchange links between your websites if it is done in a user friendly and relevant way.
Many webmasters get into trouble when they start interlinking their websites on a large scale with high repetition of anchor text in an effort to artificially boost link juice.