For me, it's mouse gestures. Last time I tried getting them in FF with a plugin, it just wasn't as well done (forces you to make distinctions between tabs and windows, for example, that you aren't used to having to think about). Mouse gestures get to be very addictive, and they really are a faster and better way to work.

I'm also a big fan of the developer tools. While similar to Firebug etc, I prefer some of the minor differences in Opera.

I also think built-in support for torrent files is a really nice feature (don't know if any other browsers have caught up with this yet).