As one way to protect my privacy, I have Firefox set to delete "everything" automatically when it closes. In Ubuntu (and probably most Linux setups), "Edit->Preferences" and in Windows, "Tools->Options". Then click the "Privacy" tab. Below are some settings under "Private Data". I have Firefox "[a]lways clear my private data when I close Firefox" and not "ask me before clearing private data". Furthermore, within the "Settings..." of what data should be cleared, I have everything checked. In contrast though, I also "[a]ccept cookie from all sites" and from "...third-part[ies]" so that I am never limited in functionality.
This high degree of privacy has a setback. Since I clear my cookies, some website preferences are lost. Specifically, in Google I like to see 100 search results per page and in Newegg, I like to sort by lowest price and also see 100 search results per page, but when cookies are cleared, these preferences are lost. I wish there was a Firefox plugin that would reset a specific state of my cookies each time Firefox starts.
I have not tried that hard to see if one already exists, but I have never heard of a plugin that has this functionality either.