To be fair - without DRM Audible wouldn't exist simply because the audio book publishers insist on it. They even withdrew a huge number of books at one point (notably including Terry Pratchett's books) because people were sharing 'deprotected' files but finally persuaded the publishers to allow them to stock them again. Audible don't actually publish any of the content - it all comes from main stream publishers and large audio book publishers. Many of the books are at ridiculously reduced prices (eg. to purchase some of the Pratchett books on audio cassettes or CD would cost over £40/$75 per title - with a subscription you can get them for as little as £8/$15). I hate DRM but I can understand why they have no choice.
I don't know about Opera but I have no problems with Audible. OK I hate Audible Manager but you don't need to use that - there is a small download utility that works with Windows Media Player and iTunes (I use both) - when you click on a download link it automatically launches the download utility (or you can have it harmlessly sit in the system tray) and downloads the files to one location and then adds them automatically to WMP and iTunes (and Manager if you have it installed). Note you do have to configure it to do this (ie. click a number of boxes in the options - look for the green tray icon). For me it works flawlessly every time with both Internet Explorer and Firefox.
See Audible Software Downloads Page
and Guide to Audible Download Manager for iTunes and WMP
If there is an issue with Opera I would personally blame the Opera developers - they aren't exactly noted for their open attitude towards interacting with other developers!
The one thing I really like about Audible (and unique in my experience) is that your entire collection of audio books remains available on line. You can download it as many times as you lie whether you maintain your subscription or not. Best of all if a book becomes unavailable to purchase they retain a copy for library purposes so you don't lose your books.
They are also responsive via their help system - and do sort out problems quickly (where it is their fault) and usually help if it is not their fault - like activating too many computers/devices in my case - they simply reset all the counters at their end!
I have have had bad experience with almost every other company - particulary iTunes store (you get a one time opportunity to download), endless licence problems with WMP files (from most of the stores licensed to use WMP stores). I have eBooks I can no longer read because I can't renew my license (Amazon has stopped selling the books and there is no other way to get a license), video I can no longer play because the supplier doesn't stock them any longer.
I have now got to the point where I don't buy DRMed files - and if I do I make sure I have a mechanism to unDRM them (iTunes and WMA are burned to Audio CDs and ripped back as MP3).
The only company I don't worry about is Audible - and I have literally hundreds of Audible books.