Some people have them in a sidebar and call them “Further random reading“, “sidelights“, “trinkets“, “oddments“, or “obLinks“. Other people post occasional blog entries filled with links, more links, and nothing but links.
“…My threshold for what to post was way to high to catch many of the sites I was laughing at, engaged by, and sending on to my friends. Instead of losing these links thanks to my imperfect brain, I decided like many others to create a separate weblog just for the ephemeral sites that didn’t deserve discussion.”
There’s an abundance of information around on how to set up a sidebar with low threshold links on your blog; Anders Jacobsen has a particularly simple way of doing it for Movable Type.
(My sidebar’s a bit crowded right now, so I’m just going to stick to linkdumps in the body of entries for the moment.)