Bookmarklets are possible for all browsers. Javascript executes as document script.
Firefox
Extension development possible.
Extensions: http://developer.mozilla.org/en/docs/Extensions
Building an extension: http://developer.mozilla.org/en/docs/Building_an_Extension
Security: http://developer.mozilla.org/en/docs/Security
Javascript security policy: http://www.mozilla.org/projects/security/components/same-origin.html
Securily accessing page DOM: http://developer.mozilla.org/en/docs/Safely_accessing_content_DOM_from_chrome
mozilla.dev.extensions google group: http://groups.google.com/group/mozilla.dev.extensions/topics
Opera
User javascript development possible.
User javascript: http://www.opera.com/support/tutorials/userjs/
User javascript can do everything that normal javascript can do, but no more: http://www.opera.com/support/tutorials/userjs/using/#whatcando
Internet Explorer
Addon development possible.
IE developer centre: http://msdn2.microsoft.com/en-us/ie/default.aspx
IE development: http://msdn2.microsoft.com/en-us/ie/aa740478.aspx
Browser extensions: http://msdn2.microsoft.com/en-us/library/Aa753587.aspx
Adding toolbar buttons: http://msdn2.microsoft.com/en-us/library/aa753588.aspx
About the browser (including links to info about window, external and menuArguments - the objects required to access the current document from an addon): http://msdn2.microsoft.com/en-us/library/aa741313.aspx
How to write to the registry for installing a browser button: http://forums.microsoft.com/MSDN/ShowPost.aspx?PostID=1197332&SiteID=1
How to create a local internet scortcut (because bookmarklets don’t work in IE7): http://forums.microsoft.com/MSDN/ShowPost.aspx?PostID=947741&SiteID=1
Safari
No extension model available so extension development not possible.
Safari Javascript programming topics: http://developer.apple.com/documentation/AppleApplications/Conceptual/SafariJSProgTopics/index.html