When you Command-click a link in Safari, the browser opens the link in a new tab at the end of the tab bar. (This is assuming you have Command-clicks set to open in tabs instead of windows.) If you would rather the new tab were placed next to the current tab, a free extension I wrote called LinkThing will be of use to you.
You can set up the extension to open new tabs from links either to the right or to the left of the current tab. The placement can be specified differently for foreground vs. background tabs.
LinkThing can also make it so links open in new tabs by default (that is, when you just plain click them). This can be configured globally and/or for specific sites, and the setting can be applied to offsite links and onsite ones independently.
[crarko adds: I haven't tested this one.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20110302115230938