I used to make all external links open in a new window, because I thought that would help retain visitors.
However, one day I watched someone fairly new to the Internet having a look through my site, and it was an eye-opening experience. When she clicked on links and new windows were opened, she was puzzled and didn't understand what was happening. She became annoyed with the website.
Now I think it's best to keep things simple and make links open in the same window. Visitors who know how can choose to right-click and select "Open in new window". Others can use Back button.
I think it's best to let your visitors decide, don't decide for them.