There's no need to uninstall Firefox to run Opera; to the best of my knowledge, you can have both running on the same machine with no conflicts.
Opera has two distinct advantages over Firefox in terms of security:
- It is closed source, which would normally be a disadvantage, except that:
- Opera has a smaller market share than IE and FF. This means that it is a smaller target for spyware and malware creators.
I have seen no studies of real-world security differences between Firefox and Opera, but both of the above points are valid. Personally, I find Firefox plenty secure.