Hold control when you click to open a link in a new tab. You can also middle-click if you have a mouse. Hold shift and click to open in a new window. Where a link opens is in your control, as it should be.
Opening links in new tabs is trivial (e.g., middle-click). Does every web browser support an equally simple way to force a link to open in the current tab?
(On a related note, a problem I've been having lately is that many JavaScript-heavy sites have links that fail to open when middle-clicked. I wonder whether the people who were previously making unusable Flash sites have moved to JavaScript.)