I always open links in new tabs when possible. Any hinky crap, and that tab gets killed.
That's what I usually do initially as well. When I go through the Fox News site in the morning for instance, I will open each story that interests me in a new tab, then shut them down as I read them. However, sometimes I follow links from those new tabs, and that's what sometimes gets me into the infinite loop.
I do wish more sites would just automatically open links into a new tab when you left click on them, even if you don't have that set in your browser. Seems like you would want that as a standard just to keep people from navigating away from your site, especially if you're making money off of it.