sitewide links

what is the threshold

[Crush]

We are doing a site in the states for all major cities.

I am thinking about the menu and the obvious choice would be:

new york widgets
boston widgets
miami widgets

If we make these sitewide on every page it would be great anchor but I am afraid it would be overkill. Any suggestions about this?

[webhound]

I'd do the index page with all the links and then link back to the home page from every other page. (and other key pages)