Hi Jonathon, Excellent question! I expect you'll get two or three opinions on this. Here's mine, but keep in mind, depending on your goals, it may or may not be the right thing for you.
Don't be a link hog. 
What do I mean by that?
I mean, don't be so tight with your concern about leaking link juice (God I hate that term!) out of your pages by linking to another site. Instead, think about it this way:
Is linking to this other resource or site helpful to my readers/site visitors? Does the fact that you are linking to a valuable resource enhance the value of your content/page and end up making you even more authoritative than you would have seemed without it?
If the answer to that is "yes!" Than, by all means, link to that other page or resource and be polite and respectful and for heaven's sake make it a "followed" link.
On the other hand, are you linking to the other page simply as a conversational, maybe even a one-off mention, like a link to a manufacturer from an eCommerce site? or worse, is someone paying you for a link back to them? Or perhaps it's a link contained in a comment on one of your posts.....Sure, go ahead and link if you want to, but use the rel="nofollow" attribute for those types of links.
It's certainly a judgement call, but I try to look at things this way, if I thought highly enough of a resource to mention it or include it for my visitors/readers, then I probably should link with a followed link. Just my two cents! Hope that helps 
Dana