Is it recommended to link an illustrator file within another illustrator file?

I believe once you link an image, wherever it goes goes the image, too.  Things get dicey when you move the image from where it was linked from, but if you have not moved the image and it shows it is still linked in the Links palette of the first Illustrator file ( which is placed into a new Illustrator document ), then the image remains linked.  So, to answer your question, no need to link again in the second file ( unless the link was somehow broken ).