Even when you forget to use some modifier key or middle-click to open a link in a new tab or window: most browsers allow you to click the back button using the same modifier key. That will then open the previous page in a new tab or window.
(Like in Safari and Firefox on OS X: Command-click a link to open that link in a new tab, or Command-click the Back button to open the previous page in a new tab. This also works for pages further down in the history, like the list shown in Safari when keeping the back button pressed for a second. In Safari and Firefox the new tab will not have any history though; one cannot go back any further from that new tab.)
(Hence: no, please do not open all links in a new tab...)