I remember when MS was developing Cassini - I believe they rolled it into VS 05/08, so I think this is a Cassini web server question.
I am using Windows XP with Vi
I test against multiple browsers on my local box. The local web server doesn't care whether you use Opera/Safari/Firefox/IE to connect to it. Typically I fire up the project in the debugger, which also starts IE, then cut/paste the URL from IE into whatever browser I'm testing with. Typically, the port Cassini chooses doesn't change often, so a lot of times the URL is already there in my browser history. Once the web server is running, you can even stop the debugger and continue to test in the alternate browser.
For other MacOS, I typically publish to a QA server with IIS6. I've found very few cases where after testing with IE/Firefox/etc. on WinXP, there were problems on the Mac. I don't specifically test variants of Linux.