You could show an error page instead of an actual site, which is already loaded in the background. Maybe a fake youtube or google 404 page? I think this would keep the size of the extra content to a minimum.
As others have suggested, I would also use the escape key. Reduces the change of missing it, would be a lot easier for someone with a mousepad and the user can keep his/her finger on it when he/she is just browsing through the site.
You can also use other options; a button on the page itself or let them know about other methods of escape (ctrl + w, as mentioned before).
Maybe also a gesture for the tablet users? There are probably some libraries for that.
And of course, you could change the url in the taskbar. (See other posts for code on how to do that).
Encourage them to try the escape options out. So they know what they do and how they can react to it.
