I have only used Safari and, for a long time, it has had a "Block Pop-up Windows" feature.
Case in point. There is a website that I used to visit frequently to view comics. I had "Block Popup Windows" enabled, but going to the site only shows the first comic I've subscribed to. To see the next, I would have to click on what is in effect a "next comic" button. That click gave the site permission to open a new window, almost always as a "pop-under", despite my preference.
I notice that Safari 6.0 no longer has the option. Apparently it's always on now. I just checked in at that site, and didn't get any pop-unders this visit. (But then, I didn't always. They were clever enough to only occasionally give you one.)