The reason I switched to Opera a few years ago was not its safety, "tabbed browsing" or its flexible user interface. Nor was it its speed, which is a bit surprising for someone who admits that he has used MSN Explorer and Neoplanet in the past. No, the one thing that convinced me to leave all other browsers was Opera's privacy.
Internet Explorer's cookies are fairly easy to find. You can manually delete all those txt files, but why isn't it possible to get rid of index.dat? And then the Temporary Internet Files... a folder that appears to be empty, but in reality contains many hidden files and subfolders. By the time I found out that the Delete and Clear buttons are scattered over the Internet Options, I had already learnt to appreciate Opera's cookie, history and cache handling and — better yet — the Delete Private Data dialog.
The main advantage of Delete Private Data is that it lets you choose what you consider private data. Perhaps you're only interested in clearing your Wand passwords and cookies. But it's more sophisticated than that: if you're going to wipe out your history, you can distinguish between the history of visited pages, that of visited bookmarks, transferred files, clicked links etc. Whatever your preferences, they're all there in the Delete Private Data dialog.
Opera remembers which items you deleted last time. Since you'll probably only define private data once and thus delete the same items next time, there's no need to be overwhelmed by those eleven checkboxes every time you decide to erase the traces of your surfing behavior. Opera 8 has a new and simplified "DPD" dialog that only contains four buttons: Delete, Cancel, Help and Advanced. The latter will expand the dialog and reveal all options. Moreover, you can now also choose to keep all pages open; Opera 7 used to close everything after DPD. I know, these are not revolutionary changes, but one is an aesthetic and the other a functional improvement. There can't be enough of those.
Most modern browsers now have similar options. But like I said, the ease of use of DPD was what made me switch to Opera. All other features made me stay with it.