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Build the Web is the idea of connecting relevant topics throughout an article since all articles in the encyclopedia are nodes in a hypertext system. Do not just write the article, but also consider its place in the link Web. Make upward links to categories and contexts (Charles Darwin was a biologist; Sahara is a desert in Africa; the Enlightenment happened in the 18th century). Make sideways links to neighboring articles (for proton see also electron, Oregon borders on California). Introduce links from related articles to avoid orphaning the article (George Washington should be linked to from President of the United States). Do not build category trees too deep and narrow, or too flat. Writing category directories first (top-down) will help ensure that subcategory articles get useful names.
If you are not happy with a link, improve the link or improve the linked article. Only in rare cases is it better to remove the link altogether (apart from the case of a duplicate link). Remember that a linked article does not automatically pop up, it only appears if you click on it, so it does not do any harm. If you want to give selected links more emphasis, there are better ways to do that than deleting the less important ones.
Remember that a link can also be useful when applying the "What links here" feature from the target page.