You should link to your sitemap from all your pages. Then from any page at your site, anyone can quickly go to the sitemap and then go to any other page at the site in just one more click. Your sitemap can also help search engine crawlers find all the pages at your site quickly, meaning that you will be better represented in search engine indexes and hence get more traffic. Just submit your sitemap page instead of your home page at all the search engines. They presume that the pages you link to directly from the page you submit are more important than ones several clicks away.
Different crawlers stop automatically at different depths.
The Lycos spider will try to travel through links contained in the webpage you submit. A good rule of thumb is to count on the spider traveling down one level from the page you submit. No matter how large your site is, you should make every effort to keep your sitemap complete and up to date and to include all the necessary information and links on a single page. If your site is large, you should organize your sitemap by category, and at the top of the page list your major headings with internal links to those portions of the page. Keep it simple.