Besides mouse gestures I've gotten so used to browsing via keyboard (especially when using Shift+arrow keys) that switching to another browser is nigh impossible, because I get irritated too easily.
And the builtin RSS reader is better than anything else I've come across (not that I spent that much time looking ;-))
I love the rss feed: no signing in, no opening tab upon tab upon tab, no silly magazine layout. Just the feed menu on the top of the page, the individual feeds displayed on the bottom- it's perfect.
I'm also a big fan of the developer tools. While similar to Firebug etc, I prefer some of the minor differences in Opera.
I also think built-in support for torrent files is a really nice feature (don't know if any other browsers have caught up with this yet).