Those are goods points Eyual.
I agree that from a business point of view it's a valid trick - but what about all the non-business sites employing this technique? Those are the ones that concern me most. Business is business, although as a customer it actually puts me off a site (plenty of the better sites don't constantly open new windows per internal link). I think if there's an answer it's in uniform tabbed browsing, although I don't know if you can set up a link to open a tab yet.
Also remember, we're all pretty tech-savvy here. Those who aren't appear (to me at least) to find the new-window thing overwhelming, especially when it's just for an internal link. And I still believe people are intelligent enough to work out how to get back to the place they originally were. After all, if I'm shopping at a market, I'm quite capable of walking back to the stall I saw earlier. I don't need it to trundle beside me...