And then the LORD David Bowie saith to his Son, Jonny Depp: 'Go, and spread my image amongst the cosmos. For every living thing is in anguish and only the LIGHT shall give them reprieve.'
You have to go to advanced options first and then tick the box saying "enable tabbed browsing". After that you can use Apple + T. I prefer Camino myself.
Unfortunately, there are still times when Safari will open a link in a new window instead of a tab. It's pretty annoying.
That's one of the reasons that I'm such a fan of Opera - you can have it so that pretty much everything comes up as a new tab, even the downloads window.