I used to use IE on Windows. Now it's Opera, and I'm not going back (well, I use IE at work. Stupid corporate policy). On Linux, I use Konqueror, which is even better

! I also use Mozilla occasionally on Linux, and it too is better than IE. Load time doesn't bother me, since I only do it once. I'll just do something else during the 4-5 seconds Mozilla takes to load, nor a big deal.
Oh yes, why Konqueror is better than IE?
-Superior cookie-management
-Possibility to eliminate pop-ups
-Better integration between filemanager and browser
-More customizable looks
-Faster HTML-rendering
Why Opera is better than IE?
-Faster HTML-rendering
-Mouse-gestures!
-superior cookie-management
-Lightweight
-Possibility to load new pages in the background (lifesaver if you browse like me, you open several links and keep on reading the current page!)
-One app, several windows
Why Mozilla, Konqueror and Opera are better than IE:
-It helps foster competition in the browser-market.