Many experts recommend not allowing active or Java script to run in your browser for the highest level of protection. Tell us what you do and why.
I recommend using a firewall like ZAPRO or Outpost to custom design each site you trust.. For example, in ZAPRO, the privacy features allow you to turn on or off (or all) certain features, such as java script or active x, and other stuff, (web bugs, etc) I know Outpost also allows this, because I used it once. I think with Outpost, they are a bit more configurable.. I don't like using Explorer's trusted site zone.. It's all or nothing for the most part, and I think either ZAPRO or Outpost is easier...
Err, the question is: do you allow IE to protect you? No way, it's a communications tool, not a security tool. So I trust my Outpost to do what's needed.