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Without performing your own tests, there's no 100% best answer for each specific situation, market or site. And you'll find people even here in the Moz community who prefer remaining in the same browser window and just as many who don't. So... all I can offer is my own experience in UX work - I've found users have an expectation that when they're clicking on a link internal to a site that they remain within the same browser window, but that when they're clicking on any link out (to another web site or social site), that opens a new window. This is especially important however, when the destination they're going to off-site breaks browser native "back" buttons, where even if you want to go back to the site you came from, you can't.

Hi these reports were a very good read. You need to sign up to get them though. http://econsultancy.com/uk/reports/mobile-websites-and-apps-optimization-best-practice-guide http://econsultancy.com/uk/reports/seo-best-practice-mobile-seo