Robert_Charlton - 7:30 pm on Aug 14, 2013 (gmt 0)
...as long as they're natural.
That's the tricky one. ;)
Avoid keywords in the blogrolls. Those have been on the radar for quite a few years. Natural recommendations, such as blogrolls are supposed to be, shouldn't suggest manipulation.
I'd also have myself nofollowed from a blogroll if other sites on the blogroll are getting keyword links (which might cast some suspicion on the source).
Similarly, dofollows from blogrolls that identify some sites as "sponsors" should be avoided.