As a user I like to be notified if I'm about to click a PDF file.

IMHO, letting users know what to expect if they click a link is always good web technique.

I prefer to know if I am going to a pdf. Actually, I really dislike pdf's and avoid them when possible. Nothing against Adobe, but print is print and web is web. pdf's don't belong on the web unless it is meant to be printed.

Should I identify links to pdf files?

Yes, I think you should identify links to pdf files.

Keep it simple: "Really Kewl Article (PDF) available." With PDF as the link. If I like what I've read so far I'll generally open the PDF to read more. But do, PLEASE, let your visitors know! Otherwise the slow load for all but the smallest (one page or less with itty bitty images) will confuse them. Just a courtesy notice and users will appreciate it. Take a look at how other websites handle the presentation.

Yes please. Especially as browsers default these days (for reasons best known to their developers) is to simply load the PDF in the browser window, rather than download the pesky thing.

I think loading a PDF in a browser window (especially for non-techie users) can be very confusing. I've seen users staring into space wondering where all the menus and navigation items have disappeared to.

I try to force the PDF to be downloaded as a file on my websites by sticking the following in my .htaccess file.

 AddType application/octet-stream .PDF 

Not sure how to do this on a Windows IIS server.

a link to a pdf file is one of the few cases i prefer to specify a target for the A element, especially since you lose on-page navigation capability with the new resource being requested.

you can also improve accessibility by letting the user agent know what's going on - heed Checkpoint 4 of Guideline A.14 in the WAI Page Author Guidelines [w3.org]

pdf's don't belong on the web unless it is meant to be printed.

Not just print - also quick and easy access to useful information that I want to save. I have downloaded plenty of PDFs that I will never print, but do appreciate having available in my files. MSDS, user guides, FAQs.....

"Save Page as" is often a lousy option, so if I want to save some info the next best option is strip out what I don't want, or strip out what I do want, and save from there.

To answer the question - Yes, I always identify that the link is a PDF (or rarely, .doc). I also identify the size of the file.

Not a problem with me, but there are so many people out there creating PDFs for newsletters and such that don't have a clue about what they are doing and many PDF file sizes are staggeringly large for no good reason. Also a problem with even very minor documents scanned with lousy software. There are a lot of high-end corporate printers that can't scan a file to PDF in a reasonable file size. I would say that most PDFs are extremely excessive in file size. The DYI and lazy people vastly outnumber the qualified.

Yes please. Especially as browsers default these days (for reasons best known to their developers) is to simply load the PDF in the browser window, rather than download the pesky thing.

I suspect the reason for that is if the file was downloaded the vast majority of idiots (er... users!) wouldn't know where it went, or that the file was now taking up space on their computer!

Me... I'd rather see it in the browser or have a pop up that asks me where to save it.