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Or even better, get external links directly to the deep pages you want indexed. Beyond helping Google find it, its the best way to seo your site.
I might be concerned that if I had too many links on my sitemap page that at some point google might not follow all the links. I think I remember at one point someone saying that 100 links on a page was the max...maybe someone else can chime in with more info...
If you had too many links, just have multiple sitemap pages...