I'm a big fan of "self-destructing cookies" for firefox. It automatically clears your cookie cache when you leave websites, unless you add exceptions.

Great extension. The only annoyance is that when I run ccleaner it wipes the list of sites I want to keep cookies for, so I have to re-add them. But those extra clicks are definitely worth it.

I used to do that, but it would sometimes break functionality on certain sites, and the whitelist is a bit of a pain to manage. I've had good success with http://disconnect.me

Yeah, there are some problems, but nothing too critical for me. Examples:

1) Disqus-like commenting systems (I don't use them)

2) Diigo bookmarklet (whitelisted)

3) Youtube liking/favoriting at the time when they tried to marry it with Google+ (fixed now)

And I think that's it, can't recall anything else.

Yeah, Disqus and Facebook comments were the issue for me, although I don't know if I'm better off being able to see them or not :)