Although Firefox can be dressed up with a host of extensions, many of which are great, most of the time I like my browser to be a plain Jane. That's why I prefer using Safari most of the time. Well this, and the fact that I can't stand the jerky scrolling of Firefox (when using a mouse scroll ball) compared to Safari on the Mac.
One of the neat features in Safari is its "Activity" window, which you can use to examine each element of a webpage -- be it an image, audio file, or video file. To access it within Safari, click on "Window" and select "Activity." Whatever opinion you may have of Flash, much of the content on the web -- both audio and video -- plays through a Flash-based media player. As the iPhone doesn't support Flash (except sorta kinda), the Activity Window provides a means to download otherwise unplayable content onto your computer, which you can then transfer to your iPhone. Opening an element (say an MPEG-4 video) listed in the Activity Window is as simple as double-clicking it. Alternatively, you can also copy the URL of the element and paste it somewhere to use in another app.