I can't comment on any of the others, but in IE the principal settings you may need to change are at Tools - Internet Options, click the Security Tab, and the the Custom Level button. It should be "mostly obvious" what most of the check boxes do.
For most sites, the top box is about the only thing you should have to change from default, assuming you've got the latest updates on your OS and on IE. I have had to turn it on to "Prompt" to let HP download some Java printer test utilities, but other than that I've never found a real need to change anything. If you don't have recent security fixes, your "zones" may be defined differently, so you may want to turn off a few more things.