There are just some reasons that IE does not work for me.
Security bugs. The recent Back Button security hole? Now I won't use IE to browse anything but my own intranet.
Bookmark management. Does anyone find it especially difficult to organise their bookmarks in IE? Maybe there are some 3rd party applications that ease this pain, but I just find Moz and Opera much easier to manage when you have hundreds of items.
Proper CSS2 and PNG support. I really want to use those 32-bit PNGs with alpha channel on my web sites! However I need to put up IE users like I used to put up NN4.x users.
Multi-platform support. I need that One Browser to rule them all! I've been using NN4 and Moz since '95 on Win32, MacOS, Linux, Solaris and OSF1. They provide me a consistent look 'n' feel across the platforms.