Adding links in the scan rules and updating the mirror gives
good results as the linked sites are fully downloaded (when
there are no coding tricks).
A copy of the downnload (master copy) each time allows you
to go back one step and keep a working mirror in case of
crash (often for large downloads and sometimes because of a
webmaster's trick to avoid brute mirrors or to protect
her/his work).
Using Max depth is often frustrating because even if you
don't experience a crash most linked site are uncomplete and
updating the download can be difficult and time-consuming.
As sites are moved or modified or their server overloaded
(sometimes by you) tick do not purge old files in options as
you may loose large parts of the downloads when you update.
In any case, update a copy of your mirror or backup the
master copy and set limits (or ask before copying) not to
upset webmasters.