Like said, you don't need a server. That's for website administrators and the like. You need a client to those servers, which is what the browser is.
There is no real advantage to having more than one, assuming the one isn't IE. Each has its own unique set of things it does better. Firefox has a very robust extension system, which is heads, shoulders, leaps, and bounds beyond anything any other browser has, plus it's sort of the original alternative browser. Opera is probably the single fastest browser out there. Safari brings a bit of the Mac OS X experience to Windows. Chrome is kind of what happens when you let some software engineers loose. It's a highly experimental browser, trying out all kinds of different ideas to see what works and what doesn't.
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