I've used Opera as my primary browser for years, and downloaded Opera 9 around a week ago when it came out. There's no WAY I would switch to FF or IE.
The reasons I couldn't live without Opera:
Mouse Gestures are integrated and done right, they're quick, responsive, and accurate. Better than any FF plugin I've seen.
Opera is designed as an MDI rather than one window with a lot of tabs. It's a subtle difference but I much prefer it, especially since you can drag tabs off the MDI form into their own window. This helps me out a LOT when I'm working on two websites (reading off one writing into another, web development, etc) because I can instantly drag one tab off onto my other monitor.
The download manager is tightly integrated and has its own tab, whereas in FireFox it seems like more of an afterthought (which is still better than IE, no thought at all). Being a tab, all the same mouse gestures work on it and it prevents clutter.
You can pretty much click and drag anything. Click and drag a bookmark from your toolbar into a new window, or into a previously open tab. Do the same thing with a link or image on any page. Do the same with a tab, reordering them or making them into bookmarks.
There are several other little differences, but it pretty much all boils down to Opera being so much quicker and more efficient for me to operate. I feel like I'm flying when I'm using Opera ^_^