In case you are Facebook or Google+ user, you probably do not care for getting profiled, but still: I recommend you find out about Chrome's feature to spy on your internet history, which can be prevented by some addon or mod. Forgot the details since I left Explorer for Opera, but it should not be too difficult to find out.
While you are at it, consider
Sandboxie. It makes a nice team with Explorer and Opera, and so why not trying it with Chrome as well.
Chrome is not as intrusive anymore as it was during it's launching years, also is safer now due to a high updating frequence. However, its markets hare is around 25%, wich makes it one of the most targetted browsers out there. Firefox also has roughly one quarter in market shares, and Explorer over 40%. These three attract the lion's share of hackers' attention.
Opera has less than 2%, that's what influenced my decision in its favour.