Tim O’Reilly’s warning against a Web where sites link mostly to their own content is worth paying attention to. He makes two suggestions to sites that link to their own content, but his second rule says it all for me:

Ensure that the pages you create at those destinations are truly more valuable to your readers than any other external link you might provide.

To shorten that even more, your links should point to the best resource in that context, whether it’s on your site or somebody else’s. As long as you’re following that rule, I think you’re on solid ground.