Better is just a personal opinion. I prefer Firefox, but the wrong configurations can make it unsecure, though that barely happens.
If you are one who prefers to customize everything, Firefox is very good in this sense. You can write your own configuration files and load it into Firefox to secure some settings.
There are also some addons which you can add too, further improving Firefox. Some are nearly a must, like NoScript and AdBlock Plus for me.
There are a lot of settings to edit via about:config as well, some are for speed, others for security, others for usability.
There's one particular one which I hate, web masters who made use of plug-ins default settings (which are insecured by default) to launch pop-ups or pop-unders, despite having a pop-up/pop-under turn on.
The setting to turn it off:
1. Type in about:config in the address bar.
2. Right click on any settings and select New > Integer.
3. Copy and paste in privacy.popups.disable_from_plugins.
4. Put in a value of 2.
Don't load too many addons to Firefox though, that will slow it down.
As for tips to Firefox, it's actually very close to IE, just that there's no ActiveX.
Shouldn't be too hard to use. You might be prompted for install plugins, like Flash, Real Player, Shockwave, etc. None of these are installed in Firefox by default.