This has been written from memory, so sorry if there are any errors in here
One bug that really bothered me is Internet Explorer 6's inability to read data from a flushed socket connection and/or notify you of a new ready state before the connection is closed. This is of course a major problem if you want to have an interactive streaming AJAX connection w/SSL.
Firefox 2, Opera 9, Safari, and now Internet Explorer 7 are able to do this.
To replicate the bug:
On the client side:
1) make a new asynchronous MSXML connection to a server via SSL (https://...).
2) Look for an onreadystatechange readyState value of '3'.
On the server side :
1) make sure that zlib compression is disabled
2) echo the Content-Type: text/json in the header
3) echo a string, like 'test' and follow it with 4096 characters and a newline
4) flush the connection to make sure all of the data is sent and not buffered (some scripting languages have output buffering, so you may need to either turn that off to do this test or exceed the buffer size to flush it)
5) sleep for 200 seconds
If you ever reach the readyState value of 3, then you have the contents of the flushed SSL socket. Unfortunately Internet Explorer 6 will never notify you of a readyState value of 3 on a flush SSL connection. The only time you can get the contents of the MSXML connection is at the 200 second timeout (readyState == 4).
I never found a work around for this, which was a problem because I discovered this bug a good 8 months before IE7 was released. The only good "solution" is to install IE7.