Hi,
The inter-linking aggressively on the side can be dangerous in my opinion. However, there is nothing that says you are not going to help the search engine spiders to understand the internal structure of the page. I had enough in this case if you had to have a menu in the footer put up a strategy and might have selected a few links to important pages instead of having one to the menu. Many SEO people have different theories about this and it is a bit of testing and error. Sometimes internal linking can be extremely effective while some times, the internal linking, do more harm than good.