If you've enabled the status bar option under the View menu in Safari, you can see the link target as you mouse over a link. If a link will open in a new window, the status bar says:
Open "http://www.domain.com/" in a new window.
Also, if you're holding down the Option key it changes to:
Download "http://www.domain.com/"
The Command key forces the link to open in a new window, and so the status bar displays:
Open "http://www.domain.com/" in a new window.
Hold down the Control key and the status display again changes to:
Display a menu for "http://www.domain.com/"
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Editor's note: I'm not sure why, but Safari seems to ship with the Status Bar disabled ... I didn't even know about it until I got around to actually looking at the menus :-).]