They do, IE is the worst of the bunch (IMO) it is the least secure needs the most updates and is the most attacked.
Firefox is more secure, has integrated search, a multitude of extremely useful add-ons, tabbed browsing (yay!) customiasble appearance. Minor drawback is that it isnt compatible with a very small percentage of sites.
Opera seems to have the same features as Firefox i wouldnt mind trying it but can anyone point out any big differences in the two?