Up until now, there’s been no way to show the Alexa rankings directly in Firefox… if you wanted to see them you had to either use the really great About This Site extension, or use the toolbar for Internet Explorer.
Note: while the quality of the Alexa traffic rankings might be somewhat useless, they are still somewhat useful to see general trends or get a rough idea of how much traffic a site actually gets. (this site is ranked very poorly in Alexa compared to other sites that receive less pageviews, but you can see the spikes from when How-To Geek was featured on digg)
Once you install the new Alexa Sparky toolbar, you’ll see a new toolbar in the status area:
You can right-click the toolbar to change what is actually displayed. I don’t use the related links at all, so I disabled that.
There’s also some evidence that says you’ll get a boost in your Alexa rankings if you use the toolbar yourself, since you are browsing your own site every day. I haven’t tried that myself, but it would be interesting to see.