Make a clear agreement with the designer or photographer, and get it in writing. Most Web site owners appreciate you linking to their site - it gives them more visitors. Present your links in a clear, accurate and non-offensive way. If you misrepresent another site or imply a relationship with them that doesn't actually exist, that site's owner can take issue with you. If a Web site offers a collection of free graphics, check the ownership of the graphics carefully.
Some Web designers offer samples of their own work on their site for free download.
For other graphics collections, it's not always clear whether all the graphics in the collection are free for you to use. Unless there's an explicit statement to this effect, it's best not to use these collections.