Default IE only makes 4 concurrent connections to the server. One of the simplest registry hacks you can do is bump that number up. Has a huge effect on load time of your first visit to a page, especially a highly graphical one for which you don't yet have the images cached. I'll do some hunting on comparative speeds when I have time and post here. I'm sure there's plenty of info out there. It took me a long time to make the break from IE to using Firefox as my primary browser. Simple fact is one gets used to the familiarity of IE and any other browser seems foreign when one first uses it and the lack of familiarity means you'll probably discard it pretty quick. I gotta say though that when I made the conscious effort to stick with it it wasn't all that long before I found how good it really is and I'd never go back now. I still occassionally fire up IE but it's becoming rarer and rarer. I don't disagree on the initial load time though, that's very true, but opening new tabs is virtually instantaneous.
Looks like I'm relying too much on my own experience of IE versus Firefox 1.5. This is not a bad read... http://www.howtocreate.co.uk/browserSpeed.html#winspeed Which puts IE faster at the cold load, very slightly faster at most everything else, but very slow at scripting.
most of them have affiliate linking going to the firefox download page and they're profiting off those upgrades.