Wayshrine FTW, but while we're at it I would also like an option to return to where I was without having to port to IC or a house I don't own, and that should be even easier to implement, considering the function already exists and is replaced when we buy the home.
But I really like the OP's idea to link homes together, even better when we could place a target marker as well.
A portal in a wizard's lab leading to the Coldharbour estate sounds great, but it would be even better if it could directly lead to the Hunting Grounds without having to go through the cave part first.