If you aren't using a mouse use something that can open in new tabs like vimperator and conkeror can or use control click. (usually ctrl-shift click to open focused which I think is the default in opera)

Some browsers let you set that as the default action for all links as well

I find pages that open in new tabs a little annoying, when I am on a site like HN, as the new tabs steal the focus, making it harder to pre-load many tabs.

In saying that, I think some people could find it useful, and it is an easy feature to implement to implement as a setting.