It seems like a ridiculous easy problem but it appears to be harder...
I want to prevent the default handling of an middle click. I created a JSFiddle and threw in stopPropagation, stopImmediatePropagation, preventDefault and return false - like this: 
$(document).on("mousedown", "a", function(e)
{    
    console.log("\nprevent mousedown...");
    e.stopPropagation();
    e.stopImmediatePropagation();
    e.preventDefault();
    console.log("...mousedown prevented");
    return false;
});
But the middle-click is fired. BTW it is fired by the time I release the middle button. Here's the JSFiddle: http://jsfiddle.net/Gq4p9/4/
Tested on Chrome 29, Firefox 23 and IE11.
I hope someone of you can find out, why this script doesn't prevent the default handling.