I am so sick of clicking on a link thinking it will take me to another web page only to have Adobe Acrobat pop up and force me to wait for 20-30 seconds while it freezes my browser and starts up. So please, I beg of you, before I have to punch somebody in the neck, mark your PDF files clearly.
Whenever I post a link to a PDF file I always, ALWAYS include an icon to the left of the link and a note at the end indicating that it is a PDF file and giving the file size. If you’re feeling really nice you can throw in an estimated time to download to help people with slow connections.
This is not a small or uncommon problem and I think it is a real usability issue on many sites. If users cannot easily predict what a link will do when they click on it you make them hesitant to take advantage of the information at the other end of that link. This means that the text in a link should indicate where it will take you and it also means that you clearly mark non-HTML (or XHTML) files. If you are posting PDFs, Excel spreadsheets, or any other odd sort of file for people to download, do your users the courtesy of telling them what to expect when they click on the link.