To add to this, it is an effective security measure to clear absolutely all cached data (cookies, web content, ....) when closing the browser - i.e. in case of a shutdown. It takes a bit of work to re-login to all the sites but websites will not be able to identify you personally across sessions.
Also notice that some websites use information about your window size to identify you. This is why it is unwise to have maximized browser windows. Use fixed-size windows (like the for instance the TOR-browser does) instead which you should resize only in case you trust the website shown in this window.
bakunin