Dunno about most of you guys, but I can't count how many times I was browsing with IE looking for clipart or stupid .wav files or e-cards,etc. and a popup window came to ask me if I want to install plugin foobar.exe in order to view the website correctly, I push "NO" and voila!... My brand new plugin is installed and ready to spy on my surfing, slow down my surfing, make my surfing very insecure, etc. etc. With the re-strategizing of many companies who made such things, it not so bad (remember Gator? ) but still, I like staying behind my Firefox and it's apparent ignorance of Activex controls and things that install when I'm not looking. Of course, it could have been AOL the whole time...
I don't usually come to MS's defence but IE does now have a pretty effective popup blocker and ActiveX blocker built in. Unless you manually 'trust' Microsoft sites it won't even install MS signed ActiveX content.
If you don't like ActiveX and never want to use it it is pretty easy to completely disable all scripting within Internet Explorer - it no longer even comes with Java - you only install it if you want it (and you have to download from Sun as a third party).
If yoy want to use Internet explorer compatible sites (and there a re lots of them out there) why not use Maxthon? It is based on Internet Explorer code but security tools and usabilty are much beefed up. You can even visit Microsoft update with Maxthon with no problems. The pop up and ad blocking built in to Maxthon are much stronger and more aggressive than the basic set of tools supplied by MS but they are also configurable.
I have to confess I have dithered between Firefox / Mozilla / Explorer / Opera / Maxthon and for sheer compatability issues I have started using Maxthon these days. The fact that most people who install Firefox also install the extension "View in IE" says it all really.
Firefox / Mozilla / Opera are great browsers and long may they live but I find the incompatibility issues really annoying, plus you can no longer say that any of them are inherantly safer than the others (perhaps with the exception of Opera which has a very small user base).
The other big advantage of Maxthon for me is that most IE toolbars are compatible with Maxthon - this is particularly useful as I have a couple of toolbars that I use a lot that don't work in Firefox/Mozilla. If you want toolbar support forget Opera as it really doesn't support third party addins - a major flaw in its design (IMHO).