I was going to start a new thread about this but then saw this one - so I'll bump it to say here's another vote to have the default behavior be to open an external link in a new browser tab or window. I don't think this is out of style at all and in fact it is the default behavior in all of the other forums that I frequent as well as many major web sites.
A couple of examples:
http://news.google.com - external links open in a new tab
http://www.amazon.com - external links (like links in the "Product Ads from External Websites" sections) open in a new tab
(see an example towards the middle of
this page.)
I think it is common behavior to link to an external site and then want to just close that window to get back to the forum. I know I can right click and open the link in a new window, but as I said this is the only forum that I have to do this on and I usually forget. Then I have to back, back, back my way to this forum - or I accidently close the window and have to open my browser again.
Just my 2 cents - thanks for listening.
Ha - just to show how short my memory span is - I did a preview of this post, clicked on the first link to make sure it worked, which of course took me away from this site

. Tried to go back but got a "web page has expired" error. I was just writing about doing the right click thing and had forgotten about it already...