Well I'm not talking about sql injection or html injection of any kind - that's said it wont stick on their site or their data bases, but if the search engine of the website is not properly checked for html tags and special characters you can make your link stick for google to follow the xss link and count it as a backlink. Now the big question here is : Is this trick still working?
And i really don't think that this is really blackhat, cause there isn't any permanent damage what so ever and you don't harm the website at all - well you can point out that they didn't code it very well.
If you do that to .gov sites - well maybe that's a different story, but still no harm done and it would be embracing for the webmasters to say that some 18year old xssed their website ...