Or Ctrl+Click if you don't have a middle button (e.g. laptops). Ctrl+W works on the active tab as well.
Unless you're on a flash page, because flash captures your keyboard, because flash hates you.
Thankfully I can as my Thinkpad has a 3rd button. The majority of laptop users won't be so lucky.
Hitting both buttons usually simulates a middle-click.
If your drivers are clever you can do it with the trackpad, too - sometimes tapping the pad with two fingers will middle-click. Less error-prone than using the buttons.