I'm using the stock browser that comes with Cyanogenmod 9, so in principle I can open links in a new window but in practice the interface is annoying enough that I rarely use it. I've tried Firefox mobile but the white-and-grey "not yet rendered" texture makes the browser feel much slower due to its obviousness. Dolphin looks interesting, I'm surprised I haven't heard of it before.

I guess my complaint isn't that I can't open a link separately, it's just that it's annoying enough to do so that I find myself running into the question of "do I care enough about learning what this spoilered text is saying to bother following the link?" and repeatedly running into that question during a longish discussion causes enough decision fatigue that I stop bothering.