The main thing is that XHTML 1.1 Strict doesn't support frames. No frames, no targets.
I use something like this in my anchors when I'd like to open a new window:
><a href="page.html" onClick="window.open('page.html');return false">page.html</a>
For those browsers that support javascript (and have it enabled), the onclick will happen - the new window will open, and 'false' will be returned, so that the page doesn't move. If you don't do this, you'll get a new window and you'll get a new page in the existing window.
For those browsers who don't support javascript, or don't have it enabled, the onclick event is ignored - so the new page opens in the existing window. While it may mean some people don't get a new window, it will work in many cases - and more importantly, it will degrade gracefully, so if someone doesn't have javascript enabled (or have it at all), they can still get to the link.