Mozilla announced Firefox 3.1 will get a privacy mode, this should be quite useful to visit certain types of websites without leaving any traces on your computer.
Sometimes pegged with the catchy moniker of "porn mode" in a nod to the most obvious use, browser privacy modes limit or entirely eliminate what the application records of its travels across the Internet. Typically, URLs are not recorded in the browser history, cookies are not saved and other evidence is purged from the computer at the end of the session.
A beta version of Firefox 3.1 is expected in October. Google's new Chrome browser already features a privacy mode and Microsoft's Internet Explorer 8 Beta 2 has a similar feature.