I also use the open in new window command on the right-click contextual menu. Normally, when I surf the web (especially E2 or the BSI/OSDN joint venture Slashdot), I have at least four or five Mozilla 0.9 windows open. It really makes things faster to read one thing in the front and have content stream over my dial-up connection in the background. And it'll make your Everything experience 50% faster too.
However, there are some web sites that try to "trap" the user, making em browse in a linear fashion. The main tools of this are right-click traps and framing redirects in EcmaScript. This is especially painful for those who have hidden their browsers' toolbars to gain more space, as they can't even go backwards; they're trapped.