I think it certainly does not hurt, I have built a network of sites of about 20 sites and they all have PR now.
Linking is the key to success on the web. So linking your own pages on the same website works as much as linking to other websites that you own.
I don't think theres too much of a worry that your PR will be damaged by self-linking, providing all links (ie: to and from) are relevent. Google surely knows there isn't much difference between you linking to another persons website as a resource and useful link, or your own which is useful. Any more thoughts on this?
Thank you for sharing the link. When in doubt, check to see what Matt Cutts has to say as he is the authority on this subject.