I use Advanced Browser...yes it's really called Advanced Browser...
After I realized how much I hated IE, I started looking around and found it. Haven't tried much since because I love this one, so I don't know the many features they might have, but some of the features I enjoy on Advanced Brower are:
-The ability to center-click a link and have it automatically open up in a new tab, with settings for opening either on top of or below your current tab.
-The ability to hold right click and press left click and have it go back to the previous page, and vice versa to go forward a page.
-An option where you can individually allow Advanced Browser to delete stuff like cookies, temporary internet files, search history, and several other things every time you exit Advanced Browser. <--- I love this one.
-Simple, effective, and customizable design.