I do too, it's probably not as uncommon as you would think. I even have a theory that this is one of the major reasons firefox has managed to chip away at IE's market share since MS only recently implemented tabbed browsing.
I recently installed flashblock, which prevents flash from starting and puts a placeholder instead. You have to click the placeholder in order to start the flash file. This solved the auto-playing problem for me, and had the nice side effect of freeing up memory in firefox.
In IE, before firefox, I opened a new browser for each link, and used the taskbar as tabs (you can switch with alt-tab instead of ctrl-tab). Maybe firefox making it explicit increased awareness of this approach.
For me, the huge value for firefox is as a software platform: an incredible array of extensions, even including another platform: greasemonkey. I always preferred the bookmarking of NN to IE; but I think it was adblock that made me switch to firefox.
I recently installed flashblock, which prevents flash from starting and puts a placeholder instead. You have to click the placeholder in order to start the flash file. This solved the auto-playing problem for me, and had the nice side effect of freeing up memory in firefox.