In the categories section in Wordpress, you can add a description for each category. This description will then show up on each category. This is a great way to avoid duplicate/thin content by adding a bit of unique content to each category page. Also, make sure only snippets of each post appear on the category page, rather than the full post, in order to prevent duplicate content.
I wouldn't worry too much about the extra additional links, unless you're talking about hundreds of categories. Having links to your category pages is a good thing form a site architecture standpoint.