Heya Sivlios. There are indeed RP linkshells around, though they are scattered rather randomly across servers. Due to vast misunderstandings and false perceptions about RPer's, we all tend to keep RP to ourselves rather than trying to do it openly. There are only a few remaining active communities that I can think of at the moment. Sylph's Crystalline is one of the, if not the, oldest RP community around and you can check us out at http://www.ffxi-crystalline.net/ (also linked in my sig).
Alternatively, you can check out:
--Asura's Eternal Vigil at http://www.eternalvigil.info/forums/
--Leviathan's Lost Boys at http://www.lostboysls.com/
--Siren's Silver Gryphons at http://silvergryphons.forumcircle.com/
--Kujata's Vana'diel Mercenaries at http://gardenofvanadiel.open-board.com/index.htm
Each shell has a unique Rp style and set of rules so it'll depend on your style when it comes down to deciding where you're most comfortable. I also can not tell you how active any of the above shells are or aren't. There may also be one or two other shells out there as well. Either way, good luck in your search and if you choose Sylph as your home, look me up!^^
Edited to fix link >.>
Edited, Nov 13th 2008 9:07pm by ZarikOfSylph