It's also illegal depending on where you are. URL Aggregators are banned in most parts of the US and a few in Canada because of affiliate links being abused as well as PPC and PPV programs. Use is considered fraud. Also they have been used to harvest email addresses.
The sitemap for my website is database driven. I created a simple script where I just enter the urls and the description/title and the results are printed to the page. Also, because of the versatility, I created a "verify link" button in each entry where I just click and it opens in a new window.
For someone with multiple sites, I would create one database for all of my site links and just access the same script with different parameters for each site.
For example, say that you have five different sites, you can host the sitemap on just one site and access it from any of your sites like so.
http://url.com/cgi-bin/sitemap.cgi?siteid=sitename
If you want you can also embed that in a frame to keep the look like it's on the same site.
Also, it would be best if all the sites were on the same server. That way they would all have direct access to the database, otherwise your left to either create a database for each site, or worse yet, try some crude tunneling technique.