For several months I have had an outstanding user enhancement request to add the ability to choose to open a link in a new window on a link by link basis in the default SharePoint links list. AC (Andrew Connell) has worked out a solution (and it took a day or two, not several months 😛 ) by editing the SCHEMA.XML file to modify the links list definition to do this exact functionality. Very cool!
AC has posted an article that steps you through setting up this functionality. Here is what the user will see on a New Item form for the links list: