We present a participant study that compares biological exploration tasks using volume renderings of laser confocal microscopy data across three environments which vary in level of immersion. For the tasks, data, and visualization approach used in our study, we found that subjects qualitatively preferred and quantitatively performed better in environments with greater levels of immersion. Subjects performed real-world biological data analysis tasks that emphasized understanding spatial relationships including characterizing the general features in a volume, identifying co-located features, and reporting geometric relationships such as whether clusters of cells were coplanar. After analyzing data in each environment, subjects were asked to choose which environment they wanted to analyze additional data sets in--subjects uniformly selected the Cave environment.