Media links should be treated like external links.
[[Media:Foo.pdf|Link]] should have a filetype icon next to it just like all a.external links.
Also users who have the gadget "Open external links in a new tab/window" enabled get confused why PDFs and images open in the same tab.
Give javascript a chance to grab these links, e.g. by a class="media-link".
Version: unspecified
Severity: enhancement