We had a new user ask a question(10K only) that was most decidedly off-topic for us. Due to it being about Game Development, some users took it upon themselves to redirect them to GameDev.SE. So the user self-deleted his question here, and re-asked it there, word for word. Where it promptly also got closed for being off-topic, due to it being an area they've determined they don't support.
I get that we're trying to be helpful by pointing out where their questions may be acceptable, but we're not helping them at all by just saying, "Try asking here." They take our advice, and it gets closed there, too, leading to some bad blood, since we told them to go ask it there.
If a question is clearly off-topic here, and you know it's on-topic somewhere else, by all means, go ahead and leave a comment to redirect them there. If you're unsure, though, try to do some research of the target site. They have their own standards, which may not match ours. If you have to point them at a target site, try to point out what they'll need to change to make it acceptable over there. Clean up any spelling or grammar errors you see.
If you're still unsure if it belongs there, and it certainly doesn't belong here, flag it for migration, using the Other box. There's a reason mods can migrate questions. If a question has been asked on the wrong site in the StackExchange network, they can discuss it with the target site's mods before initiating a transfer. We do nobody, least of all ourselves, any favors by telling new users to go ask it somewhere else if it's also off-topic there. Same as the rule of, "Don't migrate low quality content", we should include, "Don't redirect low quality content".