First and foremost, great username.
You should always be very picky with what links you put up on your site. A link kind of means you're "voting" for that site, no-follow or otherwise. (And yes, always no-follow if you're giving a link to an unknown site). But the question is, why are you putting up links of potentially shady sites? What did the site owner offer you in return? If it's a link share, I probably wouldn't bother unless the site has a PR of 2 or something redeeming.