Links have great importance in promoting a website. Links play 60 to 70% of your promotion. So you have website with URL if some one like you want to share his or her thought with you of same domain then is it good for you or bad? Absolutely it is a perfect time to share thought with him by doing reciprocal link it helps both of you gaining visitors .So if some one link is pointing towards you then you should also do same for his site but remember paid links exchange will penalize you so avoid it because if low PR website is pointing to you on paid or vice versa it will create problem in search engines like Google just Reciprocal link of same domain
You may check your related Reciprocal link