Before Opera 9.x it was easy to change useragent since all was in properties->advanced->network->browser identification. But now it seems much unconfortable, since you can change only for the site you are visiting, so you go to Tools->Quick Preferences->Edit site preferences->network->browser identification.
So whenever you use some sites which redirect you to another..you get into trouble since you have to manually change every time and also the identification it seems not to work so well, I mean I am still detected as running opera on some tests.
In Firefox it's easier and more effective: You simply type in URL: about:config and then you search for general.useragent.override. If you dont find it, you must create it: right click and select new string. Then you can add a value for it like :Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1; SV1; .NET CLR
1.1.4322; .NET CLR 2.0.50727) or whatever identification you want.