Most browsers now use the tabbed browsing feature pioneered by Firefox. It allows you to open multiple websites at once in the same window and switch between them using tabs. You can instantly open links in new tabs by clicking down on the mousewheel when the cursor is over a link. You can also hold down Ctrl while you click for the same effect. This will pop out a new tab with the website from that link in it, and let you stay on the original page in the first tab. I use this to save me a lot of time when I need to check sites in a list.
For example when I do a google search, it shows a list of 10 sites. I Ctrl+click them all quickly. Then I have 10 tabs to click between. They will all load while I'm checking the first one so there is no wait for loading. It's also nice because instead of having to use the back button to backtrack after visiting a link (which doesn't always work) you can just check the new tab, then close it without ever leaving the original page.
Every man dies, but few truly live. Live your life to its fullest, every day as if it were your last.