Well to start IE is dependent on Active X which is the main source of spyware and viruses. Going to any kind of site that you need Active X you are surely gonna have spyware/virus installed on your PC. That alone is a major factor. Aside from the fact that Opera followed by Firefox are faster browsers.
The only thing i ever use IE for is Microsoft Beta, Microsoft Connect and Windows Update. Aside from that i have not found a site that i cant get to using Opera.