[Self-linking] is the natural tendency for any site using an ad model where page views are directly correlated to revenue. This is why news sites break up stories over multiple pages, too. It’s a crummy practice, and in the long run, sites that succumb to this temptation are doing so at the expense of their credibility. Readers learn, remember, and resent when links on a certain site tend to be a waste of their time.
— John Gruber