Some sites can be trusted to only use popups for good things (e.g. mozilla.org's bug helper); others can't. This is like cookies and images in general. So, I thing the UI for popup blocking should be the same as both (ask before opening, and allow yes/no with an "always" checkbox; and in prefs, always/never/ask). Unlike cookies and images, it being from another site does not matter at all.
*** This bug has been marked as a duplicate of 29346 ***
Marking VERIFIED DUPLICATE.