Network of Music sites, how to link to each other?

Planning a network of music sites, curious as how to link them up.

[Oni5000]

Well, I'm planning on launching a group of sites in the near future. Each site is for a band, and has its own domain name and seperate content. I want to link these all together to generate cross-traffic and to increase search engine rankings.

Will I be penalized if I have links to each site on every page? Like in the left column of each page I have a table that says Visit other network sites: site1 site2 site3, etc.

Or should I just have that on my home page and my links page on each site?

[Brad]

You might consider starting a directory site that would list not only your sites but also other band sites and use that as a hub. Make it a legitimate, comprehensive, authority destination to find band sites.