This is more than just personal preference I’m afraid, it’s an issue of statistics. More often than not, if you don’t open external links with a new window or tab, the visitor will never come back to your site. I’ve seen this statistic prove true on several dozen websites and I’m 100% convinced it’s true.
Sure, some people get all self-righteous about it, and you may lose them because of that, but in exchange you won’t lose the much, much more numerous amount of people who simply would have forgotten to come back. Sorry, I know it’s slightly annoying on the user end, but from the perspective of someone trying to make money with their site, opening external links in the same windows is extremely foolish.