Unfortunately, Tim isn't a Firefox user, so this won't do anything for him, but I wrote a quick Greasemonkey script to stop the links being opened in new windows.

// ==UserScript==
// @name          De_blankify Twitter
// @version       0.1
// @namespace     http://twofishcreative.com/greasemonkey
// @description   Remove target="_blank" from Twitter links
// @include       http://twitter.com/*
// ==/UserScript==

var tweets, tweet;
links = document.evaluate(
  "//span[@class='entry-content']/a",
  document,
  null,
  XPathResult.UNORDERED_NODE_SNAPSHOT_TYPE,
  null
);

for (var i = 0; i  links.snapshotLength; i++) {
  link = links.snapshotItem(i);
  link.removeAttribute("target");
}

I'll put it on http://userscripts.org/ when my account gets set up there.