The Netcraft Anti-Phishing Toolbar and the McAfee SiteAdvisor are two tools that I would suggest everyone install on their browser, be it Firefox or MS Internet Explorer.

And if you still use MSIE, please upgrade to MSIE 7 - it at least is more secure than the older versions.

Personally, I use FireFox 2.0 with the aforementioned two extensions and a few others I installed to increase security and decrease my annoyance at things running that I didn't tell to run. :)