I absolutely
hate it when when clicking a link opens a new tab if I wasn't expecting it.
Seriously, the whole "outside links open in new windows" mantra has remained unchanged since at least 2004. While it may not seem that long ago, that was before Firefox existed, and the tab-deficient IE6 had pretty much a 95% market share at the time. For the time period, the outside links opening in new windows made plenty sense, because most people only had at most a handful of simultaneously open windows, and the back-forward philosophy had flaws in that IE6 didn't cache websites very well (which caused them to reload upon hitting back instead of drawing from cache, which absolutely sucked if on dialup).
However, with the widespread adoption of tabbed browsing, three button mice, and broadband Internet, the whole new tab/window requirement needs to be taken behind the barn and shot. Between mousing over links and seeing the URL in the status bar, and upon clicking that seeing a URL in the address bar, there should never be any confusion upon when a user leaves your website.
A much better solution would be to put a new window icon

next to all external links, and let the link open in the same window. This icon is generally used across many websites on the Internet to show that a link is external, and nor does it break the web browsing habits of the user.
After all, people browse the Internet in as many ways as they drink coffee. Some people just hit back-and-forward all day long in the same tab, unless a link happens to open a new one for them. Others use tabbed browsing like there is no tomorrow, piling on dozens of tabs at once. So telling people that all external links have to open in a new window is like Starbucks or Dunkin Donuts telling their customers they are only going to serve coffee the way that the manager of the local franchise likes their coffee.