PvXwiki is not Guildwiki or the official wiki. We document builds and small pages for skills for reference to builds, but nothing more. Therefore, inter-wiki links should be used to link to Guildwiki and the official Guild Wars wiki when necessary.
To make an inter-wiki link to Guildwiki, simply use the coding [[gw:(name of target page)|(target page name or description)]]. "Piped links" like this must be used in order to maintain visual quality (compare Armond's Guildwiki page to gw:User:Armond, for example).
Inter-wiki links to the official Guild Wars wiki are not currently supported. The above link was made using an external link. When they are implemented, they will likely use the same coding as above, with the exception of the prefix having an additional "w" at the end (thus, [[gww:Main page]] for the official wiki and [[gw:Main page]] for Guildwiki).
As ArenaNet wants the official wiki to be the main reference resource, links should link to the official wiki whenever possible. In the off chance that Guildwiki has content that the official wiki lacks, the link should go to Guildwiki instead. Linking to Guildwiki instead of the official wiki to avoid linking to a stub page is not an acceptable excuse; the link should be made to the stub page, and visitors to said stub should expand it. (If you know that you will be linking to a stub, it is also suggested that you expand the stub when you have a few minutes' spare time.)
Obviously, links should be made to Guildwiki until support is available for links to the official wiki.