I agree with Will's statements, but I would break it into a short-term and long-term plan.
Take advantage of the exact match domain bonus and promote that when it exists. On other domains, point your links to article pages that you wish to promote.
It would be a good idea to point links to inner pages in exact match domains after you have secured a strong 1, 2 or 3 position, but focus on that top position first.
@garfish, I like your new avatar. It reminds me of our cat Felix.
"Democracy is two wolves and a lamb voting on what to have for lunch. Liberty is a well-armed lamb contesting the vote." -- Benjamin Franklin