<p>I have a page that is supposed to launch the Print Preview page onload.</p>

<p>I found this:</p>

<pre><code>var OLECMDID = 7;
/* OLECMDID values:
* 6 - print
* 7 - print preview
* 1 - open window
* 4 - Save As
*/
var PROMPT = 1; // 2 DONTPROMPTUSER
var WebBrowser = '&lt;OBJECT ID="WebBrowser1" WIDTH=0 HEIGHT=0 CLASSID="CLSID:8856F961-340A-11D0-A96B-00C04FD705A2"&gt;&lt;/OBJECT&gt;';
document.body.insertAdjacentHTML('beforeEnd', WebBrowser);
WebBrowser1.ExecWB(OLECMDID, PROMPT);
WebBrowser1.outerHTML = "";
</code></pre>

<p>But...</p>

<ol>
<li>it does not work in FireFox.</li>
<li>it's kind of ugly.</li>
</ol>

<p>Is there a better way for IE or a way that works for FireFox?</p>

You can't, Print Preview is a feature of a browser, and therefore should be protected from being called by JavaScript as it would be a security risk.
That's why your example uses Active X, which bypasses the JavaScript security issues.
So instead use the print stylesheet that you already should have and show it for media=screen,print instead of media=print.
Read
Alist Apart: Going to Print
for a good article on the subject of print stylesheets.