Yes, you can intercept must things in wordpress by registering a hook, which will perform a call back to a specific function.
Of the top of my head, I would advise the hook "the_content" which will pass the output of all pages and posts to another function and then output the returned value as the content:
all content will now pass through your function ALL_OPEN_IN_NEW_WINDOW.
Within your function simply search for the occurance of a hyperlink in your content and add your additional attribute, something like:
$text = str_replace(' href=', ' target="_BLANK" href=', $text);
This will now amend all hyper links within content to open on a new page, but leave everything else alone.
Take a look at how the clikStats plugin works (a plugin I wrote some time ago), which will shed some light on it.
.....oh forgot to mention:
You should be able to register the hook in your template, within a file named functions.php
(if I remembered correctly) so no need to write an entire plugin