On Mac OS X, I use Safari - better than Firefox on Mac. Also, for the record, the software update may not be good on Windows, but on Mac... much easier to go to Apple > Software Update, than to go into every program and see if it needs to update. Software update allows you to check for updates, download, and install all in the same window.
On Windows, I use firefox. I also use IE, but only when I want to use something which doesn't work on firefox... not very often.