Personally, I like that links open in new windows (well, tabs in Firefox ), even in your own forum -- that way you don't lose the spot where you've come from. But of course, options are always good.
GangsterBB.NET (Ver. 7.6.1.1) PHP Version 5.6.40 / MySQL 5.7.23-23 (was 5.6.41-84.1) / Apache 2.4.54 2007 Content Rulez Contest - Hon Mention UBB.classic 6.7.2 - RIP