Links are definitely more effective if they are on a .edu or .gov site for a number of reasons: 1. Google likes quality links - If a .gov or .edu links back to your site, google will see this as quality, and will give you better ranking. 2. Lets say you are linking on a PR 6 site through a paid links program. Lets say its from a .info site. If google sees this, compared to seeing a PR 6 site on a .edu or .gov, it DEFINITELY prefers the .edu or .gov. because others can be recognized as paid links.