I choose tabs with search engine options following in a close second. I don't need to explain why tabs are better. As for search engines, we should be able to set IE's search engine. Not be forced to use MSN search if we hit the search button. I would have gone

if I had to go to the google home page everytime I wanted to search for something. Praise the Lord for the google toolbar. I'm glade AOL uses Google. I actually prefer AOL's version of Google because it has a button after each link to open that link in a new window, in AOL's browser.
As for Pop-ups & Security:
I have McAffe Internet Security 6.0. This collection of McAffe programs offers a pop-up blocker, a banner/ad blocker, and it stops web bugs. It blockes Spyware, Adware, and Active X controls. It also encrypts sensitive files. And this all intergrates into IE.