Celebrity image protection is not a case of copyright (although the image itself likely has a copyright). (In the US at least) a person owns and controls their likeness. This is under the privacy provisions of US law, not copyright. In practice, the litmus test is usually loss (or dilution) of income. So while posting my image without my permission on the web is just as illegal as posting one of Johnny Depp or Charlize Theron, they are much more likely to win in court due to the fact that they make money off their likenesses and I don't. And, of course, they have much larger bank accounts, and can therefore more easily afford to sue.
However, it is not fear of lawsuits that prompts me to forbid the posting of these images here (well, not totally anyway). There are sufficient precedents in place to protect me (but not the poster). But this is an educational site (as opposed to an entertainment or otherwise "fun" site) so it behooves us to encourage best practices, be it technical, aesthetic, or legal.
Just remember that this is separate from copyright.
There are shields used by other sites that I choose not to invoke. Some sites claim parody protection, which I guess would be possible here except I loathe most parody work and don't want my site known for that. Others yell "fair use", which is one of the blurriest legal terms in existence, but is generally aimed at helping students and teachers in a recognized educational environment (of which we ain't).
As for the linking, remember that linking to a site also links them to you. And frankly, there are a lot of sites I'd rather not attract attention from.