I have yet to think of a single feature I'd like in my browser which isn't in Opera. The most obscure-but-useful things, like linking two (true MDI) windows (no half-hearted tabs-only) and having hyperlinks clicked in one reflect in the other, opening folders of bookmarks with nicknames, easy addy bar searches ("w monospace", for example, which I used this mornin' for the news post), etc. It's godly.
I have yet to find anything which I particularly like about FF. Most recently I came across a guide to installing Firefox on a flash drive. Opera doesn't need one. You run the installer, you select the drive in question. Et cetera.
As for ActiveX... hah. Screw them. Any site which uses ActiveX is a site which the web would be better without. As for Java... well, do you not have Java installed? Surely you do... wasn't the MS "Java" outlawed?
Still, Firefox and Opera are both decent browsers, really. Just different approaches and very different feels. I far prefer Opera myself. As for IE...
PS: an old
Opera/Firebird comparison. Explains the difference between MDI and tabbed, etc. 'Tis old, though.