In sports, superstars get the breaks. Michael Jordan could take and extra step, Barry Bonds has a smaller strike zone. An authoritative site that links to 1000 good sites, and gets links from 500 good sites, can afford to link to several penalized sites.
The less credibility and authority to your domain has, the more careful you should be. The higher percenatge of bad links you have, the more you should worry. The lower quality your linking is in general, the lower the threshold likely will be before you are penalized.