Visitors should always be encouraged to stay on your site. Leading them off your site is in my eyes just plain silly. You don’t want them wandering off and having to click a back button to find your site again. If they are on your site and following a certain topic and there is an off site link to an article it really needs to be in a new window. Many of the websites nowadays are making it impossible to use a back button to leave their site, and you will have lost your customer completely.
While I certainly agree internal links should always be within your site and not in a new window or tab it is also very important to make sure that a complete menu is available in addition the back button. Your menu is of great import all through your site and not only your menu but there are some items that should apply to all your pages such as an opt in page and your menu together with your content.
There are those that will right click to go to an outside link but there are also many that don’t think of that. If you haven’t disabled tabs in your browser you can end up with multiple tabs running. Personally, I would turn off the tabs and always right click an outsider link, but I know I am probably in the minority.
While I am aware that this is in contravention with what some people consider the golden rule of design, but I personally think that rule was made in times gone by and times have changed and we need to change with them.
When one considers how long it takes sometimes to actually find a site why would you want your visitors to go away? I know some designer say you should leave the user in control, but I argue that point in the following way. How many people are actually knowledgeable enough to be aware that if you right click you can go to a new page to open a page? The people who have been on for years will know but the new comer’s won’t. There are new comers on the internet every single day. If you feel happier about it, tell them we open all external links in a new tab or page. Be upfront in the opening and explain why you do this. The choice is then theirs. Say as we are sure you will enjoy our pages, and we want you to be able to view external pages without losing us, we are making all external links as new pages or tabs. Thus they will know what to expect and be ready to make up their own minds. I find it works for me, but then I do explain it.
I have found people knowing what is going to happen to the 90 % of the battle. They know to expect an external page in a new tab or page so it doesn’t disconcert or annoy. The stats show they leave with the fresh page but return to the browser further. Maybe this will work for you to. The secret of it is to tell them its going to happen.