Find out where your visitors go when they leave your site. You can automatically track your visitor's clicks from your site to other sites. You can track them internally or with 3rd party analytics providers: Google and Clicky. There are reports available to see what has been tracked.
You can add a class to all external links on your site to make external links look different from other links on your site. In addition, you can manually add a class to links so this doesn't happen.
You can automatically add an 'external link' icon (or upload your own image) to all the links on your site that go to other sites. You can add a class to these links so they won't receive the icon.
You can add 'nofollow' to the external links on your site so that search engines don't use your link to make another site look better. If there are links on your site that you would like search engines to follow, you can do that, too.