Well Opera or Firefox will keep you away from the ANAL ActiveX
where most badstuff comes in....
I stopped using FedEx online because Opera won't render it correctly (can't submit some of their forms without IE.) So I just bailed out to UPS/Opera.
Also, when I do need IE, I use the "browser" in Lotus Notes, which I think just does calls back through IE, but still, it seems like it's a more circuitous odd path for most nefarious hooks to be written that will actually work their dirty magic with this.
Guess I'm a successful "security by obscurity" proponent.