PDFs, Word Docs and Linking to Web Unfriendly File-formats
I’m not a big fan of unmarked links pointing to resources that require an external viewer. The worst of these formats, such as PDFs or the Microsoft Office formats, cause the browser to pretty much halt for a couple of seconds while the viewer is loaded and then change the behaviour of the UI (if you are viewing a PDF in FireFox for example, Ctrl-W will not close that tab) in a way that seems designed to annoy people who know how to use the keyboard.
Fortunately there is now an extension, called TargetAlert, for FireFox and Mozilla users that changes the HTML when it receives a page load event and adds icons to highlight links like these.
It’s also worth noting that you can customise (the default types) and toggle if they should display the icons or not.