I use firefox on linux and there are no problems. I used to use it on windows 2000, also with no problems, and I've seen many sites on other browsers and platforms. This applies not only to sites I've designed myself but to others as well.
Some web sites do not specify a font or specify only (eg) Arial, which is not available on some platforms. This means that Mac and linux have to guess at the font instead of reading an instruction to use a string of fonts (eg arial, helvetica, freesans) culminating in a default font sans-serif. In cases with no directive the web browser uses a default that can be set within its preferences.
I suppose it's also possible that MS take great care to make MSIE look good. :)