This software is no longer under development, no new updates will be released. It is impossible to create something like this for El Capitan without asking people to disable system integrity protection, which would defeat the purpose of upgrading to El Capitan, would it not? I've already gotten used to holding down the command button every time I open a folder to bring back the old behaviour anyway. You may still download the last released version of the software below, which includes the source code.
Download for OS X Mavericks: TheLostFinderNewWindow.dmg
Yosemite Users: Use the Mavericks Download. Note that with the plugin installed on Yosemite, Finder will crash if you use the any feature under the Go menu.
UPDATE: Yosemite 10.10.4 has crippled SIMBL with a new security system preventing code injection. Because of this, TheLostFinderNewWindow cannot work on OS X 10.10.4 and higher. No more updates will be released.
It's a shame Apple thinks it's okay to remove a feature. You can't take a feature away, even if only 1% of OS X users use that feature. They think it's okay to force feed us other features we don't need, features that nobody will be using. Do you use fullscreen Finder windows or tabbed Finder windows? I didn't think so.
This is a SIMBL plugin that will bring back the old behaviour of always opening folders in new windows, a feature that existed since the first Mac OS in 1984 all the way up to OS X 10.8 Mountain Lion before Apple removed it in OS X 10.9 Mavericks.
The download above contains both a compiled binary and the source code for your enjoyment. Feel free to redistribute this plugin anywhere you like on the internet.