If you want to go by raw numbers from Securnia (a security firm) over the past 3 years:
Firefox 1.x: 33 advisories, 4 of which are unpatched.
Opera 8.x: 15 advisories, 0 of which are unpatched.
Internet Explorer 6.x: 104 advisories, 20 of which are unpatched.
Netscape 8.x: 10 advisories, 4 of which are unpatched.
However, there are some important things to consider:
1.) Firefox is open-source, so everyone can look at the code. That means there are thousands of people constantly reviewing the code and that will usually find a flaw and report it long before it's ever exploited. However, IE, opera, and most others have limited pairs of eyes on the code, so it generally takes them longer to spot a flaw, giving hackers longer to find it themselves and exploit it.
2.) The above statistics are over the course of 3 years, but the current versions of the browsers have not been out that long, with the exception of IE. Thus you should consider how long the browser has been in existence before immediately making judgment based solely on the number of flaws found.
3.) Firefox has hundreds of (free) extensions and complementary programs available to make the browser even more secure while the others don't...with a few exceptions, what you see is what you get. That gives Firefox another edge over the competition.
Overall you should choose the one that suits you the best. For me, that's Firefox.
Hope this helps,