In a new tab, in a new window, in Safari!
There was tip a while back about how to open in a new tab and switching to that tab or not. I found out that it is possible to do the same thing in Safari with a new window. When you have tabbed browsing enabled, pressing "Command - Option" and clicking on the link will load the page in a new window. What is awesome however is that the new window appears under the current window and it doesn't switch the focus to that new window. To load it in a new window that is over the current active window, you have to use the shortcut "Command - Option - Shift" and click on the link. The shortcuts might vary. All the shortcuts I mentioned are for when "Command" and clicking the link loads it in a new tab. They might be different according to your settings.