In this recent Google blog post they mention that it is okay to cross link multiple sites you own so long as they are related in topic (the links appear organic), and that you merely want to avoid cross linking dozens or hundreds of unrelated sites in your footer.
This seems to be in agreement with what I’ve always said and what I laid down in my Hub & Spoke linking article.
So for those who in the past were fearful of penalties when you’re doing legitimately useful-to-users cross linking, sleep easy tonight. You’re okay.