If you want to minimize your data usage (limited data plan), Opera Mini does best on that aspect. I think everything gets sent through their browsers and compressed. There are some websites that just don't work though, so you need an alternate for those. (Opera mini won't be your only).
Dolphin HD has great features, but it's also a little bit of a resource hog.
Dolphin Mini is very minimal but works as my alternate for the pages that Opera doesn't do well.