Is a feeder site clever or wasteful?

I have a major site that I am trying to promote in the search engines, it's for home education.

To provide the major site with traffic and links, I created what I think of as a "feeder site", http://www.learninggamesforkids.com/. It is made up of a few of the learning games that make up the "playground" of the main site.

I hoped that as a free site, I could get more schools and other sites to link to it than they would to a page which is part of a domain built around a subscription service. I could put these activities on my main site as an example of the playground activities. I would probably get less people to link to it but it would be directly on my main site.

Here is my question... Is there any SEO advantage to having the links come directly to my main site rather than another site?

Note that the feeder site has only outgoing links to my main site (there is one other outgoing link that is temporary to Parenting-in-an-electronic-age).

Also, some of the games that it loads are hosted elsewhere. Should I mark those links with some sort of "spiders, do not follow" to not "waste" any page rank?