I found that in the vast majority of cases, just opening in a new tab if I want to be sure not to leave the page will do the right thing. When it doesn't, well.. that's one more broken UI I'm not going to use again.

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.