Modern browsers have incognito mode (Chrome), private browsing (Firefox), private tab/window (Opera), private browsing (Safari), InPrivate Browsing (Internet Explorer).
What’s a great use for such a mode? If you want to do a Google search, with no personalized results, if you have to add &pws=0 at the end of a search in Google; even if logged out of your Google Account, Google still remembers some of the pages visited;
But, if you’re in private mode, you can be pretty sure that no prior browsing data was linked to your account, so you can safely open a private mode window, do a Google search with no personalized data, and exit it.
Another useful part? If you manage multiple Google AdWords accounts, you can quickly open them all using Private Mode (open Private Mode, use it, then close the window when done; this should be much simpler than log-out, then log-in, then log-out again, then log-in again).
Note: Also see the Yahoo! Group on which I present similar issues: IMRo. To join, email email@example.com and reply to the confirmation email.