The level of research is wonderful, including breakdowns of browser weaknesses and quirks (still looking at your Internet Explorer). Of particular note is how different browsers handle pages that offer both png and ico formatted favicons, including this gem:
Opera, not wanting to take sides, will choose from any of the available icons at complete random. I love that Opera does this.
A highly informative read.
While we’re talking about favicons, I recently used the wonderful “Tinycon” library from Tom Moor, and was really happy with the results. Check it out if you need a small library for manipulating the favicon.