Both FF and IE have a default left and right margin on the checkbox which gives the impression of some 'space', you can get rid of this with CSS:

<input class="nospace" type="checkbox" ...

CSS:

.nospace { 
margin-left:0; 
margin-right:0; 
}

Opera also has some 'space' around the checkbox, but it doesn't seem to have any left or right margins (or padding) ...? You can 'fudge' this by setting a width, but you could be getting into some cross-browser difficulties by playing with the width.