Zoran,

Looks like you picked up a copy of the 1996's Backpackers Guide to Linkbuilding.  As Ricky said, that stuff's not worth much today.  Basically, the more control you have over a link today, the less it is worth--with bookmarks being at the low end of the scale and editorial links from authoritative resources on the other end.  Rather than spending your time at the low end, work on building out your social media profiles and figuring out who your audience is so you can publsh content for them and announce that content through your social channels.

Moz Chap. 7 Growing Popularity & Links

The existence of categorization facilitates structure/hierarchy and aids visitors in finding like or wanted things. Because people tend to search for keywords that are categorical, it turns out that optimizing category pages helps to bring additional visits in from search engines. Category-type keywords also tend to be more competitive and thus require greater effort to attain visibility.

So the trick is to create logical structure/hierarchy in the most optimized way possible, i.e., around the least competitive  terms that will bring in the maximum amount of traffic for the strength of the domain/category page.  At the same time, they should strive to demonstrate features and benefits to the visitor, be creative, and provide a point of view that contributes to the overall brand message. I find that sites with unique, imaginative categories are far more likely to engage me than those that are run of the mill.

So, in answer to your question, internal links and their anchor text contribute to the conceptual structure your site presents to search engines and visitors and, as such, are an important part of a well-made site.  If your categories have a well thought out purpose and strategy and are well integrated into the fabric of your brand, you'll find yourself linking to them from other places in your site more often than  you will to individual product pages.  Not only does that make sense for the visitor, but search engines pick up on it too and tend to lend greater weight/strength to those pages.

Gavo,

It sounds like you might be going down the wrong path on your authority building. While the urge to do something concrete and countable like "link building" may be strong, you and your site will be better off if you resist. Spend time (and money if necessary) on figuring out how your site can "earn" links and then work to earn them.  The reason is that the kind of link building that you're asking about isn't worth your time, is not going to add value to your domain, and most importantly isn't going to add to your bottom line.

Gregory,

Matt Cutts has said that it doesn't matter algorithmically--essentially, Google deals with both as though they are one. I'd go with whatever your web server defaults to serving.  If visitors normally get a trailing slash, canonicalize that, if they don't canonicalize on the URL without the slash.

http://www.mattcutts.com/blog/seo-advice-url-canonicalization/

Eric, give this a try:

Take one of your long tail keywords, plug it into google search and review each web page that shows up in the first page of results. Note how focused is each one is on that keyword--at the exclusion of any other keywords.  Do other searches on similar long tail keywords on your list and see if the same pages show up in the results or if a different set of pages show up in the results.

If you compare all of your keywords to what shows up in the search results, you're likely going to find a couple of things.  1) You're going to get a tiny taste for how much time and effort it's going to take you to create content for each of those keywords; 2) You're probably going to find that for a majority of your search terms, different sites show up for each search; 3) You're a bit overwhelmed at the realization of how much content you're going to have to create.

If that's the case, do yourself a favor and pare down your list of keywords to a small fraction of the total and work with those as a starting point.  Create your content for what will be your most profitable terms, keeping in mind that the whole purpose of its creation is to get your target audience members to engage with it in some fashion.  Work in your content for your longer-tail keywords to help bring in traffic for those terms as well as to provide ranking strength for your money terms.  When you've got a good grip on that, start branching out into you next tier of keywords.

You know Tom, it sounds like you might have excessive "exact match" links on the mind  : )  and that can be a limitation to you in today's search.  The sites at which you can get exact match anchor text these days may not pass the value they once were able to and Google doesn't use anchor text to establish relevance to a search query the way it once did, either.

Are there sites whose rankings are being held up by exact match links? Sure. Such legacy-style rankings exist because Google tries not to throw the baby out with the bath water. Just because the way "importance" on the web was demonstrated in the past (via links and anchor text) is different than the way we're able to demonstrate it today (via social/mentions) doesn't mean some of those old linked-to-with-anchor-text resources are any less important than they once were.

Think of what makes you recognize that something is "important" in your everyday environment.  Is it that a number of lower quality references all say exactly the same thing about something? Not really.  Things that are important tend to be the focus of a variety of semantic references and sentiments from a variety of high- and low-quality sources and it's that kind of importance, aka authority, that you're trying to replicate in your off-page efforts. Focus on getting people to discuss your product/service rather than just getting webmasters to link to it.

Granted, all the above is a bunch of longer-term strategic gibberish that you can toss out the window if your business tactics and search marketing efforts are focused on the short term.  If that's the case, I'd go with "B", but good luck with that.