I've created a small bookmarklet that grabs all links in a page, and forces them to. um, open in a new window. Wait! Don't throw that tomato at me yet! Normally this would be absolute madness to unleash this upon the web, but iPhone in its infinite simplicity treats target="blank" as a trigger to open a new tab. Tiny annoyance solved!
Bookmarklet Source Code:
javascript%3A%28function%28%29%7Bvar%2520a%3Ddocument.getElementsByTagName%28%27a%27%29%3Bfor%28var%2520i%3D0%2Cj%3Da.length%3Bi%3Cj%3Bi++%29%7Ba%5Bi%5D.setAttribute%28%27target%27%2C%27_blank%27%29%3Bvar%2520img%3Ddocument.createElement%28%27img%27%29%3Bimg.setAttribute%28%27class%27%2C%2520%27new-window%27%29%3Bimg.setAttribute%28%27src%27%2C%27data%3Aimage/gif%3Bbase64%2C%27+%27R0lGODlhEAAMALMLAL66tBISEjExMdTQyBoaGjs7OyUlJWZmZgAAAMzMzP///////wAAAAAAAAAAAAAA%27+%27ACH5BAEAAAsALAAAAAAQAAwAAAQ/cMlZqr2Tps13yVJBjOT4gYairqohCTDMsu4iHHgwr7UA/LqdopZS%27+%27DBBIpGG5lBQH0GgtU9xNJ9XZ1cnsNicRADs%3D%27%29%3Bimg.setAttribute%28%27style%27%2C%27width%3A16px%21important%3Bheight%3A12px%21important%3Bborder%3Anone%21important%3B%27%29%3Ba%5Bi%5D.appendChild%28img%29%3B%7D%7D%29%28%29%3B
