During my time with SharePoint I have encountered a number of requests where users want to be able to reuse data between sites. Using the DataView or Content Query Web Part (CQWP) is pretty easy since it supports connecting to lists on other sites, but it does not help for situations where the requirement is to include a linked field within a list. Linked fields can only be configured to link to lists within the same site.
You can get around this limitation by using a Site Column to establish the link. The important thing to keep in mind is that the Site Column needs to be established at the same level as the column you want to link to. This means that the approach will only help with sites that are below the site that the Site Column is defined at.
Using this method will help you reuse the data already being maintained in the system without having to duplicate the list or list data.