I use Opera because of all the little things. In the beginning(around 2001), it was the fact that it was the "fastest browser on earth" that dragged me in. Since then the ability of Operas developers, to always add the functions I need, has kept me loyal.
Perhaps it's because they are the most innovative browser company, but I always seem to find the functions I need built-in in their latest versions. Be it a torrent client, a mail client, print preview option, ICQ(was included once), the ability to get my bookmarks and notes to other computers or my mobile with Opera and the ability to share files from my own computer using Unite(helpful when people don't want their pics floating on websites like Facebook and Flickr).
Also navigation options like it automatically being able to predict the next page, so you don't have to find a link, the dial, the mouse gestures for the most used commands and the ability to use voice to navigate is quite addictive.
I've tried other browsers like Chrome, IE6-8, Firefox 2, but none of them really offered a good alternative to what Opera gives me.