Don't get into link circles (cross-linking)

When several sites have links set up in a circular (or more complex) pattern (site A links to site B links to site C links to site A), it can look like you're paying for links. Don't assume that because your average customer won't notice the pattern, the search engine won't either. Since search engines give some priority for links, they want to reward "honest" links, or links that are not paid for. If it looks like you might have paid for the links (even if you haven't) your ranking could be penalized slightly.