I have looked at a lot of Firefox extensions over time. One of the most useful that I have come across of late is Tab Mix Plus. This extension gives the user vastly more control over tabbed browsing than un-extended Firefox.
Whilst I have had the standard Firefox settings configured to open all new windows in new tabs, my online banking (ANZ) has persistently opened its logged-in session in a separate Window. Due to some problems that I have been experiencing with the Fluxbox window manager and xinerama, the banking window inevitably opened very small on my smallest screen. Not any more! Now when I log into banking, I get a nice, new tab in my existing window. That single feature makes Tab Mix Plus worthwhile for me.