It is a personal prefrence. I prefer it but I also use the native BB browser when I'm up for a change for the day. I believe that it handles some sites better but that's just me. I'm on opera right now.
I wouldn't say better, different, there are some websites that the native browser doesn't render too well because of heavy graphics, opera is good for those, plus with opera you can save up to 100m media files to your memory card, I believe the max for the native browser is 5m.
Posted from my CrackBerry at wapforums.crackberry.com
i personally think opera is much better. they just released a new beta for version 4.2 that's pretty slick (and apparently plays videos). the pages look more like the real website pages compared with the plain mobile version of the stock browser, and if you don't like it, you can always just delete it.
It won't play videos, but smoothly transitions them to the BB Media player using the BB browser. It will do the same for OTA installs--turns control over to the built-in browser.
Socket should be faster--Opera Mini opens the connection and holds it open, speeding up subsequent requests. Http opens a new connection every time, slowing access down a bit. Socket will use slightly less data too. Some devices won't allow socket depending on how the device is set up (e.g. BES, BIS, IT policy).