Cross linking is effective when you have multiple domains on your own .Cross linking is the most common practiced strategies for footer/sidebar links and in-content deep linking . It usually works when you have link to your page from other domain and the key here is to cross link your site with relevant keyword and content. This will get you a higher rank for the keywords in question, and will benefit all your domains.
The major search engine focus on creating the best possible user experience. So, the sites which offer relevant information will gain more visibility. Investing in creating original content is the must need of current SEO. So focus on quality content.