Being a long time fan of Jeff Atwoods Coding Horror I recently found myself annoyed for the very first time. Not by the content of his writing but by the way he uses links to books. Actually he discusses books a lot, and in general each book title is also a link. But it's a link to Amazon so I can immediately BUY the book. But that is seldom what I want. Unless the blog contains a thorough review of the book itself so the only thing left to do is read it yourself. But if you just mention a phrase and the title the link should lead to the book or authors website so you can find some additional info.
I know advertising is the main (only) source of income for professional bloggers but you should be aware that your are walking a thin line when balancing between credibility and commercial benefits.
And yes, that's the reason why there are no ads on this blog ;-)