A resounding YES I would have answered a couple of years ago. I don’t want the user to go somewhere else and not come back. Now I know different.
No, they shouldn’t. At first glance the decision to open links in new windows or not depends on the given site and the preferences of its visitors. Visitors of the sites with heavy linking are more willing to have links opened in new windows than open dozens of links in new windows manually. Visitors of less-heavy-linkage-sites are more likely to open some specific link in new window to remain on the site and continue to browse through it afterwards. However, this is not true.
Users also don’t like to deal with dozens of opened tabs and some visitors tend to quickly become angry with the disabled back-button. Furthermore, some visitors may not even realize that a new window was opened and hit the back-button mercilessly – without any result. That’s not user-friendly and that’s not a good user experience we, web designers, strive for.
Let your user decide how he/she wishes to view your site. Read Should Links Open in New Windows? from Smashing Magazine.
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Open Links in a New Window by Cricket Walker