I do the same, I always link the item to their shop and contact them to let them know their work was featured on my blog... No complaints yet. I agree, I think the exposure is much appreciated, I know it would be for me.
I do like it when I am contacted and told about being featured, I've had times where my work was featured on a blog, but I never knew it until I stumbled upon it. I like to be able to thank whomever does a feature of my work. :)