I think external links depend on your audience.
You clearly have an extremely good web/IT background but most of the audience of our sites would not have even the first clue as how to override it. I also wouldn’t say it was obsolete as it would/should be removed from html if that is the case, and as above PDFs that open in a browser in my opinion should be opened in a new tab. The amount of times i’ve shut a tab to realise that i’ve just closed the site i can’t count.
I personally prefer new tabs as i can’t stand losing a page that i started from especially if there are a few different external links i want to quickly look at.
Sitepoint site reviews drives me mad as if someone posts a link to review their site i click on it and it take me away from sitepoint i then have to click back and wait for sitepoint to load again. Why? i know i was going to need sitepoint open to continue providing a review i only wanted to see the other site for a short time! Yes i could right click and open in a new tab but sometimes i forget. Closing a tab is faster than pressing back through a couple of pages.
Guess it comes down to personal choice.
Definitely agree on the ‘are you sure you want to leave’ issue though. Proper bad practice!