Just to add our 2 cents to the discussion...
Here at Yale, we started adding 856 links to our EAD finding aids a couple of
years ago. They work pretty well. However, we have suspended this practice
for the time being because of an impending new release of our OPAC.
The stumbling block involves the version of MARC your OPAC uses. Be aware
that MARC Update 3 adds new
subfields and different indicators to the 856 field - which may cause
difficulties if your local system and national utility
(if you contribute records) are not using the same release of MARC.
Until our local system and our national utility jibe on their
version of MARC, we are biding our time.