A set of templates with a different look-and-feel and perhaps an appropriate disclaimer, on the other hand, might be better. We often already have plain old external links anyway, though, so I'm not sure it's needed.
I think there's an important line to be drawn between an external link and those boxes, though. The external link clearly demarcates its contents as something that isn't in Wikipedia. Something like a Wikiquote link, on the other hand, serves as a sort of extension of the article.
I want to treat the fan-centric links as extensions, because it's clear that many editors and many readers expect that material to be in Wikipedia. And so we shouldn't just say "Go away." Or even "Go somewhere else." We should say "Look, here's where we've found that gives you this sort of information." And we should make that easy and well-integrated into our overall organization and navigation, because there's clearly demand for it.
I don't see the issue of those sites not having NPOV or V - neither Wikiquote nor Wikinews have similar verification standards in practical place to Wikipedia, for instance. I think we shouldn't link to articles that suck or don't add anything. That seems to me to be a case-by-case decision, though.
Sorry to get in on this discussion a bit late. For those who don't know me, I'm the founder of WikiFur.com, the furry fandom encyclopedia. I've been dealing with for the last year or so, and I thought I'd share what I've done in a particular instance.
Of late, we've had a lot of people shouting "furcruft" over at Wikipedia's AfD over some articles about topics that are of interest to the furry fandom, but which are not seen to be in the general interest by most users. It's often hard to defend against that kind of thing, because there's nothing you can really do to improve an article on a topic that people just don't think is worthy of recording, even if there is no doubt about the truth of it.
In this particular case, articles about several furry conventions were up for deletion. It was suggested that a central article about the general topic of furry conventions, with links to more information for each convention, would be more suitable. The trouble is, where should we point to for that information? WikiFur was suggested as the appropriate place for this information to reside (Actual words: "Best kept to the somewaht scary environment of the furry wiki"). But WikiFur is not Wikipedia, and allows both original work and unverifiable material.
What I ended up doing was having about half of the article be a general, referenced Wikipedia article about the topic. I then included a list of conventions that had very short summaries of information, with links to the websites, and with interwiki links to each WikiFur article. The list was prefaced by a note explaining that target of the links could contain unverified and original material. All the names of the conventions were redirected to this page.
You can see the result here: http://en.wikipedia.org/wiki/Furry_convention
I think this method works. It lets people use Wikipedia to look up information on a topic, in the case that Wikipedia doesn't actually want to cover that topic but "knows" a good place to go for coverage. It ensures that users get to the relevant information rather than a blank page, and that they are given appropriate notification of it being on a different site. It's probably not what a regular encyclopedia would do, but then Wikipedia is trying to be more useful than a regular encyclopedia.
The method above is not ideal for single links, and it would be good to have a better way of doing those than bare interwiki links (which I have used on occasion, for topics covered by WikiFur which are - in my best judgment - definitely out of Wikipedia's "notability scope"). In cases where there is a short article on Wikipedia covered in more depth on Wikipedia, I have tended to put interwiki links into See also/External links/Further reading, but only when our articles actually have something relevant to add.
Going forward, it would be cool to get some kind of wiki linking via search to topics that don't have matches on Wikipedia (with appropriate "you're going off Wikipedia" warnings). This would be useful for topics which may be featured articles elsewhere but deleted on Wikipedia for a lack of general relevance or verifiability, as I doubt Wikipedia wishes to implement automatic wiki redirects for such things! I don't know how practical that is, though.