Forget about "incognito mode", use a throwaway browser!
It's not because I wrote it (ok, yes, it's because I wrote it) but if you ever need a "clean" browser, without cookies etc for tests, you can do worse than using my Devicenzo like this:
rm -f ~/.config/ralsina/devicenzo.conf curl https://devicenzo.googlecode.com/svn/trunk/devicenzo.py | python
The first line removes all configuration, cookies, etc, you may have and the second one downloads the latest version (don't worry, it takes about 2 seconds) and launches it.
And voilá, a completely fresh out-of-the-box, webkit-based browser, with no previous history, cookies, or configuration, fairly feature-complete.
I used Selenium for this.
The reason that many of us use an Incognito Window is because we need the Chrome Developer Tools for debugging our web application's login page, or whatever it is that we are debugging with different cookies than the ones we have set for normal use.
Good point. I thought everyone understood this was about porn (no, not really ;-)
If you're doing this, you might want to consider tweaking the environ rather than nuking the config; for example,