I used to work on a site that served the medical profession (read large set of returning users with varied technical skill, but all fairly intelligent) and we h

I used to work on a site that served the medical profession (read large set of returning users with varied technical skill, but all fairly intelligent) and we had an icon next to non-html resources and links that were external. External links used target='_blank' which the site visitors surely learned quickly without having to Google it. I found this to be a fair compromise to keep users engaged on the site and be polite with your intentions. Most links were provided in the context and in support of the original page so keeping it open did not seem rude to me, but the proper UI. NOTE: This was a not-for-profit, so ROI was not a factor in the decision, only usability with possibly a little liability protection thrown in as an added bonus.