Looking for Opinions: To Open In a New Window or Same Window?

I had one of our blog roll members request that I set up the blog roll links so that they open in a new window when someone clicks on them. (And, then Barb was also kind enough to tell me how I would accomplish that when I let her know how ignorant I was in that area. LOL)

Anyway, so before Barb let me know how to do it, I did some internet research on it, and it would seem that some people don't care for that kind of feature. But, I'm open to doing it either way, as I can see pros and cons for both.

So, I'm taking opinions -- do you prefer for the blog roll links to just open in the same window (and then you click "back" if you want to return where you were) or do you prefer for them to open in a new window (and then you'll have to "X" out of that when you want to leave, but then you'll still have your original site open).

Leave me a comment with your preference, but I'll have the final decision. (Oh, and if you want to see what the difference is, all of the blogs in the blog roll are currently set to open in the same window except three that I just tinkered with to change to open to a new window. So, you can click on the blog roll links to: Many Little Blessings (yes, I know that's my site -- LOL), The Humble Housewife, and The Mother Load -- both of those are sites that I just added this morning.)

Thanks, in advance, for the opinions!