I love version 1.9.30, but my power button is getting a little iffy so I upgradeed to one of the 11 versions so I could use the volume rocker to wake the phone up. Other than that, i'd still be on 1.9.30 because I think it was one of their best versions.
As for the default browser thingy, you may need to clear the default settings on the stock browser first. Then you need to press on a file or a link of some kind (use a link from one of the market apps description) so that the phone needs to open a browser. It will detect two browsers and ask you which one you want to use. Pick Dolphin and make sure you check the box to use as default.
Or you could get a program like Bloat Freezer and freeze the stock browser so that Dolphin is the only one the system sees. Or do what I did and remove the stock browser from the flash package before you even flash the ROM. Then it's not even there it to cause any problems. I typically remove most of the MIUI apps\wallpapers\sounds\etc. I know I will never use before flashing. Kind of cleans up the ROM ahead of time.