I'm an Opera user, and one of the reasons I am is that I can control my browser entirely from the keyboard. I think everyone uses browser keyboard shortcuts, and in a lot of ways Opera has similar functionality to other browsers, but it also has keyboard spatial navigation, meaning I can jump to the next element in whichever direction I choose. Opera also has per-site preferences, which actually make the web usable for me.
General Shortcuts
Edit Site Preferences
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Opera can remember a whole raft of settings for each site, so you can set which sites have scripting or plugins enabled, which can pop up windows, which can set cookies, and so on. You can also control your user agent on a per-domain basis which is really handy for sites which tell you to upgrade to Netscape Navigator 4.75 or later if you visit using Opera! For me this is useful because sometimes the JavaScript on a site renders it unusable, and I have JavaScript on by default. Opera remembers which sites I use without JS and so I always see them that way.
Are you an Opera User? What's your favourite feature?