Linking sites

If I were to start linking smaller site together, what is the best way to go about it. Does each site need a different IP? or can 3 or 4 sites be on the same?

Also I read that google recognizes domain names registered to the same person and this could penalize you when linking site together. Is this true?

Basically, if I have about 30-40 small sites that I want to link together and link to my main site, what is the best way. All site have original content, but are sort of the same niche market.

Thanks