tinyMCEPopup.onInit.add( function() {
    if ( ! tinyMCEPopup.editor.dom.getParent( tinyMCEPopup.editor.selection.getNode(), 'A' ) ) {
        selectByValue( document.forms[0], 'target_list', '_blank' );
    }
} );

<?php
/*
Plugin Name: WPSE 7785
Plugin URI: http://wordpress.stackexchange.com/questions/7785/is-there-any-way-to-set-default-for-insertedit-link-to-open-link-in-new-window--
Description: Is there any way to set default for "Insert/Edit Link" to "Open link in new window"?
Version: 1.0
Author: Jan Fabry
*/
add_filter( 'tiny_mce_before_init', 'wpse7785_tiny_mce_before_init' );
function wpse7785_tiny_mce_before_init( $initArray )
{
    $initArray['external_link_list_url'] = plugins_url( 'wpse-7785.js', __FILE__ );
    return $initArray;
}

/*
 * Sets "Open link in a new window/tab" to checked by default
 */
function ahu_after_wp_tiny_mce() {
    ?>
    <script type="text/javascript">
    jQuery( function() {
        jQuery( 'input#link-target-checkbox' ).prop( 'checked', true );
    } );
    </script>
    <?php
}
add_action( 'after_wp_tiny_mce', 'ahu_after_wp_tiny_mce' );

<?php
/*

 Plugin Name: Default New Window Link Opener
 Plugin URI: https://github.com/eballo
 Description: Plugin for wordpress that allow you to enable the check in the popup "Insert/Edit Link” to open a link in new window by default
 Version: 1.0
 Author: eballo

This plugin is based on the solution made by Jan Fabry and lewayotte in wordpress stackexchange forum.

http://wordpress.stackexchange.com/questions/7785/is-there-any-way-to-set-default-for-insert-edit-link-to-open-link-in-new-wind

*/

/**
 * Sets "Open link in a new window/tab" to checked by default
 */
function wplink_tiny_mce_init()
{
 ?>
    <script type="text/javascript">
    jQuery(function () {
       jQuery('input#wp-link-target').prop('checked',true);
    });
</script>
<?php
}

add_action( 'before_wp_tiny_mce', 'wplink_tiny_mce_init' );

?>

function edit_tag_link_new_window($content) {
    $content = preg_replace('/href/', 'target="_blank" href', $content);
    return $content;
}
add_filter('edit_tag_link', 'edit_tag_link_new_window');

<input type="checkbox" id="link-target-checkbox" tabindex="30" /> <?php _e( 'Open link in a new window/tab' ); ?></label>

<input type="checkbox" id="link-target-checkbox" checked tabindex="30" /> <?php _e( 'Open link in a new window/tab' ); ?></label>