Colin Devroe recently posted about how he prioritised sources for links to various things.
My policy is a lot simpler. Whenever possible, I'll link to an authoritative source. In other words, pretty much the first column of Colin's table. The only exception would be for artwork, since a lot of artists have their primary location on an art-based social network such as DeviantArt or ArtStation.
When it comes to sources I won't link to, however...
Social media is a hard no — I don't want to inflict that on anyone.
Sites that have paywalls or limit your ability to read articles (I'm looking at you, Medium) are also on the don't-link list, as are click-bait or hot-take sites.
If need be, I'll find (or generate, if I can) an Internet Archive copy and link to that.
(Reminder to self: I should go through and start doing that for links in older posts that violate these rules.)