Very interesting question. No one really knows whether Google takes into account links from your own sites via the Penguin algorithm. If you have an obvious network for links then I've seen that penalized via MANUAL review, but can Penguin get that?
Bill Slawski writes here about a patent that Google may use to detect paid links. Part of the patent describes ways that Google could determine which sites are owned by you and devalue links between those sites.
Are sponsorship links unnatural? It really depends on the nature of the sponsorship. There are pages where you can donate $5 to sponsor some software and in return you get listed on a PR5 page along with other sponsors who have names like "cheap payday loans" and "online casino". Those are unnatural sponsors.
Technically, according to the quality guidelines all sponsored links should be nofollowed. However, if you have links from places that you have sponsored and you legitimately would have sponsored these businesses even if there was no followed link in it for you, then IMO it's very unlikely that you'll get in trouble. With that being said, if you had hundreds of these links then a manual reviewer could probably pick up quite easily that something unnatural is going on. The other factor to help you with making your decision is whether the other links on the page make sense. Again, if they have a link to you and then other links that are obviously there so that people can get a link (and not because they make sense as sponsors) then I'd get the link nofollowed.
Your personal sites kind of follow the same rules. If the links are ones that you would have placed even if they were nofollowed then they're probably ok. Are they keyword anchored? If so, then this can be seen as an attempt to manipulate Google so that's not good.
It's hard to give an exact answer, but in each case if you ask yourself whether the link was made with the intention of helping your Google rankings then you know that you probably should be nofollowing it.