My thought is that you should not open a new window unless you have a good reason (and probably not).
I think of it this way: if the window you open is on the same site and is a βfullβ copy of the same site (which means that they can continue from there), I would not open a new window. If the user wants, they can.
If the new window is not a βfullβ window (for example, a help window, etc.), then it is probably best to be a Javascript dialog box, but if it is not, I think it might be a new window.
Some sites also open links to other domains in a new window. I think the main thing is consistency.
cletus
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