Right-click + "Open in new window/tab" (or alternative methods) is pretty well known and well understood. Particularly now that tabbed browsers are the norm, and given that not all of them treat 'new window' links in the way the user wants (eg, often open a new window rather than a new tab), forcing people to open a new window whether they want to or not is downright rude. Sure, as an Opera user, I can force a link to open in the current window/tab, but the 99% of surfers who are not sufficiently enlightened as to use Opera don't have that luxury, they are stuck with the choice you have made for them, rather than being able to make their own choice.
The back button is very well known and well understood. If people want to go back to the last site or page they were looking at, they can do that by using the back button. Opening a link in a new context breaks this basic functionality, and can confuse and disorientate people (particularly less experienced surfers) when they find multiple windows open and back buttons not working properly.
Not to mention the vast array of pop-up blockers out there, some of which will block all links that open in a new window or new tab, so people using those will never get to see the link at all.
There are a few occasions when it's appropriate to open a link in a new window, but you need a very good reason to do so. "So that my site is still open so that they can come back to it later" is not even a good reason, let alone a very good one! Let people take control of their browsing, and you'll end up with much more satisfied customers then if you're forever forcing them into routes they don't want to take.