If you want to connect multiple devices to a Slingbox then the Slingbox Pro-HD is the way to go. Provided that three devices are unique; analog (S-Video/Composite), digital (component), and ANT IN. The only cavaet to hooking up multiple devices to a single Slingbox is that one person has access.
Its depends on what you want in functionality for how you're gonna set it up. So, here's a comparison between the Solo and the Pro-HD in case you are interested in buying two. This might help you decide on your options.
Watch and control multiple devices - including your standard- or high-definition DVR, digital cable, satellite receiver, or DVD player - from anywhere on your computer or mobile phone.
As far as the SlingLink goes, its an accessory for the Slingboxes. It functions as a Ethernet bridge over power lines. Its one way to allow connectivity of the Slingbox in a remote location without using Ethernet cables or WiFi. It uses HomePlug 1.0 Turbo Compatible, so its will work PowerLine Network adapters.