DOC: add more links to the API in advanced.rst
Links were added to ``advanced.rst`` in #22671, but after reading the docs over agian, there still are some links missing and some are strangely placed. Changes consist mainly of:

* add links for first-time encounters for more methods
* make fewer links to DataFrame.xs (only keep first link
* Moved some links from headers to the first encounter in the body

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/22746?src=pr&el=h1) Report
> Merging [#22746](https://codecov.io/gh/pandas-dev/pandas/pull/22746?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/1a12c41d201f56439510e683fadfed1218ea9067?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/22746/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/22746?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #22746   +/-   ##
=======================================
  Coverage   92.16%   92.16%           
=======================================
  Files         169      169           
  Lines       50769    50769           
=======================================
  Hits        46791    46791           
  Misses       3978     3978
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.57% <ø> (ø)` | :arrow_up: |
| #single | `42.32% <ø> (ø)` | :arrow_up: |


------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/22746?src=pr&el=continue).
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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/22746?src=pr&el=footer). Last update [1a12c41...ac0ef7a](https://codecov.io/gh/pandas-dev/pandas/pull/22746?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Thanks!