I use Skyfire if I want to look at a web site that has Flash, Silverlight, or complex Javascript. Basically everything works in Skyfire due to the proxy nature. It is also very fast.

I still prefer the Opera 9 Mobile Beta for general browsing. Everything is rendered locally, which means it can not handle the same amount of sites as Skyfire, but once it is loaded up a page browsing around is much nicer.

I also still use IE if I want just a quick look at a site that I know is mainly text.