On just about every project I have been involved with there is one conversation guaranteed to take place between the developers creating the site and the marketing team driving the content. We will be asked (or told, depending on the relationship) to have links to other sites open in a new window. No matter how often we have this discussion it seems that it never goes away.
The obvious reason to ask for this behavior is that you are worried that people that click off to another site are “lost” to you, that clicking the Back button is a hurdle that might cause them to not come back. After all, we have worked hard to get users to our site in the first place, so why should we make it so easy for them to leave? My problem with this mode of thinking is that it tries to put us in charge of the user’s decision making rather than letting them decide for themselves what they want to look at.
Visitors will leave your site whenever they have decided that it doesn’t have anything else for them. They will do this whether you provide them with an outbound link or not. Our job isn’t (or at least shouldn’t be) to keep people reading our content, but rather to get them the content that they need. If linking to an external resource helps them get what they are looking for then we have done them a service by sending them somewhere else.
Sophisticated web professionals abandoned the concept of measuring a site’s success by the number of eyeballs years ago. Rather than annoying our users by making them flip back and forth between windows, let’s recognize that they need to be allowed to decide what they want to read and how they read it.