I would love to see Opera embeddable inside UR.
I've been an Opera user since 3.x back in 1997.
It's quite simply the best browser there is. Firefox is the only thing to come along to give it any real competition. The plugin architecture is the only feature that Firefox has over Opera (and it's a big feature, I agree!). The number of things Opera has over Firefox is too long to list
That said, I wouldn't want Opera to be the default embedded browser control in UR. The average user should get something they already know and are familiar with. And there are sometimes (very few) sites that don't work perfectly in Opera and do work in FF/IE.
I know Adobe GoLive used (and still uses?) Opera as the internal rendering engine. So I suppose it's technically possible to do it.
Side note: If you are new to Opera you really have to invest the time to learn its power. It's much like Ultra Recall in that respect.
I do agree with quant, however, that UR needs other things much more urgently. (Scripting/Plugins please!)