The new release of Firefox (1.5) has a Privacy Manager. Go to Tools / Privacy, and at the bottom is a Clear Private Data button. In there, you can select what information gets deleted when you exit Firefox. Very nice, it'll cover everything on your specific computer. It won't help any logging that gets done elsewhere (say, on the server). Make it a point to hit Ctrl-Shift-Del when you get up from your computer, and it'll clean tracks right then as well.
You could also put <a href="http://johnhaller.com/jh/mozilla/portable_firefox/">Firefox on a USB thumbdrive</a>.
Also
Crap Cleaner will run on startup and clear other things.