The problem that aggravates me is when a large PDF opens in the current window, which I believe is default, as with most links.
Except for a Kill Task, there does not seem a way to interrupt the download process. And if you kill the task you lose your place in browser history, so no going back to what originally led you to the PDF.
I always add the new window code to PDF links but a G search that yields PDF's does not and it is these that can cause me the problem. So, it would be nice if you could set PDF's to always open in a new window irrespective of the actual link code.
When I'm using a tabbed browser (Firefox, Opera, Avant, Maxthon. . . ), is MIDDLE click links to open them in a new tab (which I believe is the default behavior for several of these browsers). An ordinary left-click will still open the link in the current tab.
If for some reason you don't prefer that method, couldn't you simply right-click the link and choose "open in new window" (or tab if you prefer in browsers that allow it)? Sure it's not as convenient, but it should work with ALL browsers and not interfere with your preference to open most links in the calling window.