My concern with IE has always been that ActiveX is a significant transmission vehicle for "drive-by downloads" (imbedded scripting at rogue site entry points). And, SpyBot lists over 16K of bad ActiveX components which are easily avoidable if you use IE only when necessary. Since the main online scanning tools are mostly ActiveX based that continues to support the ongoing vulnerability and predominant use of IE:
[14K hits]
http://www.google.ca/search?hl=en&q=...=Google+Search
I don't treat IE and FireFox as either/or - I tend to use them both, but IE significantly less and often together at the same time. If you ever run into problems using IE, you would be glad to have a browser based upon different technology (non-ActiveX based browser).
People need to pre-qualify the sites/links that they intend to visit, but most don't have any appropriate means or will to do so. Accordingly, it is VERY advisable to use a tool like 'siteadvisor', 'linkscanner', 'sitehound', etc. Unfortunately, I don't see these tools in wide use as reflected in the HijackThis LOGS that I see. The HABITS, perceived risks, and practice of safe computing is often too inconvenient and just not seemingly worth the bother. All that available and attractive free (risk-based) content often puts caution to the wind - and the bad guys are counting on it.