Link Alert is a pretty cool add-on for Firefox. When you install it, it will alter the cursor when you hover over links to give you information about the link. It will let you know if clicking the link will result in opening a new window. It will also give you information about the type of file being linked to for example, Word files, Excel files, RSS feeds, images, etc.

If you don't like surprises, this plug-in helps to reduce them.