I've been working with a new WordPress user who is *extremely* confused by the preview window opening in a new tab. (New windows are set to open in new tabs in the browser configuration.)
Even after multiple sessions, he has trouble finding the preview tab. After he does find it, reviews the post, and is ready to make changes to the post, he gets frustrated because he tries to use the Back button to return to the post window.
Mark, the poll is misleading. Are you asking how people want the preview link to open or are you asking whether or not they're done editing the post?
The way you have things worded people may (and probably will if you're asking for non-power user opinions) be voting more on whether or not they've finished editing the post than their preferences about the link opening in the same or new window.
I normally open this in another window, but as a user I choose to do that by middle-clicking. This is not something that a site should choose for me.