Smashing Magazine has a great article called 10 Usability Nightmares You Should Be Aware Of.

The author goes over ten design faux pas you should avoid when designing your website. Many of them are horrible, yet I know I come across them all the time.

1. Hidden log-in link.
2. Pop-ups for content presentation.
3. Dragging instead of vertical navigation.
4. Invisible links.
5. Visual noise.
6. Dead end.
7. Content blocks layering upon each other.
8. Dynamic navigation.
9. Drop-Down Menus.
10. Blinking images.

There is a list of things you should do at the end of the article:

1. You don’t use pop-ups.
2. You don’t change users’ window size.
3. You don’t use too small font sizes.
4. You don’t have unclear link text.
5. You don’t have dead links.
6. You have at most one animation per page.
7. You make it easy to contact you.
8. Your links open in the same window.

I disagree with the last one. I think it is perfectly okay to open external links in a new window, although I would agree with that point for internal links. In the era of tabbed browsing, using new windows (tabs) for external links makes it easier for users to return to the site at the point they were reading.