To ensure that your site is not too shallow you want incoming links to as many of your websites' pages as possible. The search engines see incoming links as a good thing and if they're going to a lot of different pages in your site, that's even better.

A site with inbound links only coming to a single page alerts the search engines that you may have used spam-like software or 'bots' to get those links in the first place. A shallow site is going to have a lot more trouble ranking and getting than its deep-linked counterparts.

How deep are the links to your website?