When building your site's authority on the web, you should always be striving to get links from sites that are in the same industry as you. Google tends to give more weight to links that are in the same industry, especially when the link is from a site that Google views as an authority (a Pagerank over 6).
Don't worry about only getting links from sites that are in your vertical, but if you have a choice between a link from a general blog and a blog that specializes in your industry, always go with the industry related site first!