I have learned that and completely understand how important it is to link all my sites. That is the blog, the web site, my twitter, my Pinterest, and never forget the Facebook.
The way I do it here is to actually use pictures of my sites on the right hand side bar and link the picture directly to the site. I know I have widgets that are the logos here on WordPress but I think the actual picture of my site is a little more appealing.
To load my pictures, I use the image widget that is in the widget section that is in the appearance section on my dash-board here. I load the picture of my sites onto my Facebook page so they will have a web URL and then I link that Url into the image url line. Super easy then I just click in my site url and save. It is soo easy here. I love WordPress
If anyone else has easier ways of doing this please put in comment box.
Thanks for stopping by and reading my Linking article hope it helps.