Mostly, you hear that Firfox and Opera are faster than Explorer. And it has been my experience that they are. Certainly, they are smaller. Explorer is also too complicated, for my taste: there's a limit to how much of this sort of stuff I want to have to learn. And, best I can figure, it is too inflexible with plug-ins; you cannot, for example, turn of Flash (least that I've found), and are forced to watch all those dreadful ads and flashy, sparkly doo hickies.
Mozilla also has a third browser called Camino, which is related to Mac's Safari, me thinks.
Opera's good but, last I checked, if you don't want to pay, you have to endure a small, quiet, advert in the lower right-hand corner of your screen. This, however, can be covered with a post-it on which you can write your to do list.