How to instance a modifier? I want to add a modifier to a bunch of objects but after adding one, its parameters affect only a certain object, not the rest which have inherited that modifier via Ctrl L = Make Links: Modifiers. 
So the question is how I am supposed to add a "single" modifier to a selection of objects or make an instance of that modifier? The idea is to control different objects via a single modifier that is shared among them. Hope it's not that convoluted.

In Max you normally do it by cloning and then paste-instancing a modifier through the Right-click menu in the Modifier Stack.
Sounds like you have to use drivers, as far as I know a Modifier belongs only to one object so it cant affect other objects as you imagine.
In your case I would create a controller object (an empty for instance) or just a property in my main object so I can control the rest.