Web developers: When adding an external link to your site, do you have it automatically open in a new window (target=_blank) or just let it go?

I tend to just let it go.  I figure that advanced users will pop it in a new window anyhow, and novice users won't have their back button break.  That said, most clients request that all external links open in a new window so that their site can stay open in the background.

What is your thought on this?
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