Nested vs Direct Link
Of course you know you should always link dwg's instead of importing, but maybe you didn't know it's possible to view nested dwg's. Let me explain. If the architect links a dwg provided by civil, landscape, or even a furniture vendor into the architecture model, and then the architecture model is linked into a different Revit model, you have a nested dwg. Whomever the beneficiary of this linked model now has the ability to view the nested dwg without having to directly link the dwg into their model. Please be aware that if the architect links the dwg to the "Current View Only" option, the "Linked View" in the RVT Link Display Settings dialog will have to be set to that specific view.
The downside to Nested Links
The downside to nested links is you can't control the dwg layers as easily as a direct link. Direct linked dwg's allow you to query the object and either hide or delete layers from the Import Instance Query dialog. In a nested dwg scenario you can still control the layers, but you have to do it through the RVT Link Display Settings> Import Categories tab. In this scenario you can't query the lines so it helps to know the layers that make up the line work in the dwg.
In the end either method works. There are advantages and disadvantages to both. The next time you have to link a dwg into your model, decide as a team how you approach it. This potentially affects all team members regardless of discipline. Discussing this up front on a team level will yield a more consistent work flow which improves your process.