I'd start by making a hub, if I were you. This is just a collection of all your own sites with as many categories and sponsor ads as you wish. Many hubs look like link lists but just don't take submissions and don't need scripts.
Once you're comfortable with creating a hub than you can start to think about a Link List proper. Do a script search for LL scripts, both free and paid. There's been plenty of threads on the subject over the last few years.
Cheers
