I use Opera with Java. Since I am also webmaster for a cybercafe you can imagin that I receive a lot of infected mail and such. Sofar the Avast on-access scanner was able to catch all of them while using the Opera mail client.

Since files are transfered/stored on the hd, the on-access scanner should provide enough security when using Opera. A firewall is ofcourse also a good thing to have when properly configured.

Sofar no problem whatsover with the combination Opera/Avast here.