No windows based program is immune to exploits from the thrice damned writers of such code, but Firefox is more resistant to it than IE as it's a stand alone application and doesn't integrate into the OS to the same degree. The Mozilla guys also seem rather quicker at plugging security holes once they are found. I'm not aware of any Firefox resource issues.
Combine this with the conveniance of tabbed browsing, improved speed and the ready availability of extensions to enhance usability and you see why I prefer Firefox to IE.
There are the occasional pages to be found that don't display correctly in Firefox, the "IE Tab" extension fixes this nicely.