Should links open in new windows?

In a word: no. As stated by the WAI, new links can be “…disorienting for people, especially people who have difficulty perceiving visual content”.

As with anything else on the web, there’s always an exception, and you should definitely check out the link above to read about some specific scenarios where opening a new tab/window can be appropriate. But those scenarios are rare. People know how to use the back button. Depend on that, rather than a new tab/window.