This problem is made worse on pages with embedded flash video, because guessing wrong and attempting to recover by clicking the back button will usually result in losing your place in the video and/or throwing away the content you had buffered.
(I don't happen to agree with the OP about the correct solution, but putting a bit more meat on the bones as to what the problem is.)
Thus, I always assume that any link will open in the same window, or do something disruptive, so if I don't want to leave the page, I'll middle click. Can't remember the last time that did not work.
But perhaps I'm just lucky, and all the sites I frequent have decent UIs.
YouTube's "see all" comments button, for example, doesn't load the comments inline with ajax, but instead loads a new page in the current tab, losing my place in the video and my buffer. (At least the paginated comments are ajax now.)
if I don't want to leave the page, I'll middle click. Can't remember the last time that did not work.
Middle-click has never worked on my laptop trackpad. (Also: posterous' lightbox script is borked)
There are a bunch of places in the new Twitter interface where it doesn't work, which drives me nuts.
I usually stop visiting sites that try to second guess me and fail at it.