Blog posting your blog posts

Being curious I was checking my High PR blog posts that I've ordered and I noticed one guy in particular who is creating blog posts and those posts are backlinking his other blog posts. As simple and elegant as that sounds, I never really thought to backlink my blog posts with other blog posts.

I think it's a good idea and am going to try it, my question to you guy/girls is can anyone say from experience how well this backlink structure works? Thanks for your time

Nick