90+% of the time, I do want the link to open in a new window, but I have my fingers trained pretty well anyway. The other 10% of the time, when I was done with the page I was on and actually wanted to move over, it annoys me when the linker has decided he knows better than I how to manage my browser. Granted, it doesn't annoy me anywhere near as much as Javascript in place of a link that does what it feels like without respecting how I clicked and how my browser settings say to handle new links. But it strikes me as a tiny bit arrogant, sort of sending the message that the referring page is clearly too important to replace with the linked page.