I use Firefox's default cookie policy of "Keep until I close Firefox", which makes it behave like Incognito mode, but also the Cookie Monster plugin[1] which lets me easily whitelist sites or domains with a click to allow their cookies to persist. This is useful for sites like Hacker News so I don't have to login every time, and my bank which requires long-lasting cookies to avoid having to jump through hoops with security questions.

I also use the Ghostery plugin which blocks a bunch of ad networks so they won't place cookies at all, but even if they do, they'll be reset when I close the browser due to the cookie policy.

1. https://addons.mozilla.org/en-US/firefox/addon/cookie-monste...