I submitted by “Open in New Window Plugin” to the wrodpress repository today.
The Open in New Window Plugin Plugin uses JavaScript to target external links to a new browser window, leaving your blog page open. Since it uses javascript, it targets more links than using a plugin that filter pages and rewrite the link.
Due to the limitations of javascript it will not be able target links in iframes such as Adsense and some other affiliate links.
I could have just placed the javascript into the footer directly, but this is a very convenient way to manage it.