I came across a study by Accuvant Labs that was conducted to compare the security on Chrome, IE and Firefox web browsers. It was quite interesting to someone who works in IT and (predictably, as it was funded by Google?) discovered Chrome to be the clear winner. I won't go into all the conclusions, but if it is something you would want to know more about I have provided a couple of links.
A good summary and some security tips can be found here: Lifehacker
Also be aware there are other browsers out there that vary in their security features (Opera, Comodo Dragon, Safari, etc) and this study was done on a Windows 7 PC. The browser versions tested were Firfox 5, IE9 and Chrome 12, the most recent versions when the study was performed back in July.