amazing how you can use google just for "gzip browser support".
It says IE>4.0, all Firefoxes, Netscape >4.06 (better 6.02), Opera >5.12.
I didn't use that feature yet, so I can't tell you does it really speed up browsing. Again - google tells that the higher bandwidth, the smaller speed gain (it's only about 5% with 128kbit/s)