It's easy enough to try out, so you can download it and see if you like it. The most difficult thing that I found was setting up Java, and even that was easy. Just have to locate the installer (that was the hard part, but I was looking in the wrong place), then install it. For all Macromedia (Flash & Shockwave), you can just go to their web sites and download the installers. Two things that make Firefox my choice. First is tabbed browsing, I love it. Second is the third-party plug-ins...there's a bunch of them, and the browser can automatically check for updates to itself AND your plug-ins and install the updates at your request. So far, I'm using plug-ins for mouse gestures (certain actions of the mouse control functions of the browser, and is infinitely configurable), Linkification (makes any text url a hyperlink), and Image Zoom.
I think it's definitely an improvement over IE.