I love Safari on the Mac. It loads and renders everything very quickly. I love its light UI and it has most of the features I like. Firefox just isn't modern Mac-like enough for me. It's toolbar doesn't fit in well with Aqua, its implementation of tabs resembles that of 10.2, not 10.4, sheets slide down, not pop out, and it takes forever to launch. Those aside, it has a nice DOM Inspector and JavaScript debugger, which aren't available by default in Safari. There are times I have to use it because WebKit won't render something correctly.
My favorite browser on Window is IE7. It's sleek, fast, and has loads of features. (I'm putting aside how IE has historically corrupted the web standards out there by implementing propriety things. I'm just focusing on the browsing experience.) It fits in better with the environment (go figure) than Firefox, though Firefox still has the lead in web page debugging.