Well, most people use the IE because it comes with Windows.
However Internet Explorer is one of the worst internet applications known to mankind. Every innovation they copy from other browsers comes with a 1 year delay. (Does tabbed browsing give you a hint?) They do not apply to international standards, in fact they invent their own standards to force the rest of the world to use Microsoft products, and they can do that due to their market power with Windows. IE is the least standard conform browser on the market. Ask any web developer, he will swear and curse and explain to you how he hates having to implement dirty hacks to websites so they work on IE, too. (Just say words like hasLayout, Box Model Bug, Peakaboo Bug, Guillotine Bug, 3 Pixel Jog and many others to a web developer, and he will throw things at you!)
Not to mention the great amount of bugs and risks in the IE, not begin fixed and coming back in new versions, and all the ActiveX crap coming from Microsoft opening even more doors for hackers.
I think the most "clean" and standard conform browser is Opera. The most popular alternative to IE is Firefox. Both are a good choice, and there are many other good browsers on the market.