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Actually I see quality local directories joining the stage platform. By quality I mean a real-brand that is geo-targeted. Not myfrogdirectorydotcom!

I believe the next few years in SEO will be all about white-hat-seo. By starting with a content algorithm that is targeted to help local users solve their pain-points; you'll naturally curate a list of excel workbook of places to build quality links.

For local anyway, there still is not a ton of competition, so you can certainly get some quality links and let your content algorithm produce your social sharing signals, track-backs, and other link sharing.

Flat site architecture shows that any directory one step from the root shows extreme importance; so essentially you can link to any inner page in any other directories.

For example:                                               USA

Jacksonville     Atlanta       Mississippi       New York      Los Angeles     Ohio       Las Vegas

As you can see in this model, this is natural. But it shows the flat site architecture I was referring to. Any of the cities show great value to the home page. You want to include any unique data in these directories. Essentially any file can be made important, so you don't have to worry about specific keywords you want to rank for not have an equal opportunity. You don't have to worry about one folder on your server having more importance over another.

You can Google "flat architecture"

http://www.seomoz.org/ugc/a-flat-architecture-in-practice

http://www.seomoz.org/blog/whiteboard-friday-flat-site-architecture

You can certainly should focus on your content algorithm and start planning your linking building profile.

What CMS platform are you using?

Also do you have your mod rewrites in place on your .htaccess file?

I took a look at your screenshot; but a few things first.

Proper silo-site is an ongoing process. The most important thing is to ensure that you have natural inner pages and link them to each top-level-directory (one directory away from the root). You can certainly tie your pages in each inner directory by linking from the main inner directory.

As you syndicate your unique pages in unique directories (again one directory from the root) you can pass great link juice throughout your website's skeleton, leading to better home page rank.

Whitehat SEO includes a very deep inter-linking structure. To get a feel for this checkout Wikipedia. They are the best at placing links to relevant or similar content above the fold and naturally linked to other directories within their framework.

To answers your question direct:

Inner link as much as you can to other files and from top-level-directories to files within it's directory. Only when it is natural include an anchor to other files for further reading.

The deeper a page can link to a higher level directory the better.

*For off-site SEO, getting links to the deep pages is going to be key to help pass up the link juice. Try sampling your content on different websites and getting a link back to page in the process. You can create pdf, info-graphics, or technical content with these deep pages and it will do wonders for your website.