That's certainly the nicest thing to do.At the very least it would be polite to ask. Also check the terms & conditions of the relevant sites in case they outline their policy on such linking.
The Irish Independent/Unison site T&Cs used to (and maybe still do) also preclude linking to anything other than their home page without written permission!Check ryanairs T & C's - they don't even allow links to the site without prior written consent. And we all know how they feel about screen scraping...most sites are less extreme. In fact discouraging links goes against a fundamental tenet of the interweb.
The more links to a site the higher the search rankings, the more it is visited etc so generally works well for all concerned.