It’s common these days for news-oriented sites to practice ‘link hoarding’ whereby when referencing a topic, rather than linking out to external websites they link mainly to their own internal archive of content about that topic.
Take this example article from Joystiq which doesn’t have a single external link despite all the games mentioned.
When something is referenced and linked to in an online article I like to go to the original source of information for that topic — usually another website — rather than read yet more news about it on the same website.
So when sites do not discriminate between internal and external links it’s frustrating because I’m required to mouse over each link in order to see the target URL in the status bar so that I know whether it’s worth clicking on or not.
Consequently, I really like the way that UX Magazine differentiates between internal and external links so that it’s easy to tell which ones take you to more internal content about a topic and which direct you to the external site in question.
It even goes so far as to emphasize external links by presenting them in the more traditional link format, making it easy for readers like me.
I wish more sites would take this approach.