I have only played one links course.
http://www.rusticcanyongolfcourse.com/
From what I understand, the course is built as a typical links course would be built. Very little dirt moved, natural terrain used, very hard ground, fast, huge, multi-tiered greens, etc. However when I played there, it wasn't windy, and I got a couple 300 yard drives counting the roll.
Was pretty hard to find balls in the "rough" which sometimes meant "the weeds and shrubbery that was already there before they built the course." Pot bunkers everywhere, and I found a couple of them, and man were those some tough bunkers. One of the bunkers I found was MAYBE 1 sq foot of sand, with the lip about a foot high coming from a 45* angle from the same. Was very awkward, I had to crouch way down and take a stance outside of the bunker and hit way down on the ball. I popped it out onto the green, only got about 8 feet from the bunker, lol. I wish I took a picture of this thing. Then running bunkers across fairways made things a little challenging. At one particular hole, a random, strong gust of wind carried my ball just a tad further than I had intended and my ball barely rolled into the thing.
Yea, I shot a horrible score, but it was fun and I want more. But I do not have a preference to the type of course, so long as it's well maintained and decently designed.