Firefox 3 is doing a great job of blocking cookies/viruses/etc.

[Soleron]

Firefox is free-as-in-freedom software and doesn't suck. That alone makes it better than IE or Opera.

It is the fastest and most extensible browser out there, if that makes you feel more justified. IE doesn't run on Linux, so it's that, or Konqueror (NO.), Opera (Evil) or Epiphany (No features).