The problem with using incognito windows or the other browser's equivalents is that even though it won't keep a history, it can't prevent the websites you visit from knowing your information such as your IP address or when you accessed their site.
Basically if you are using incognito windows to look at kiddie porn, you computer won't have any record of it but it won't keep other entities (like say, the FBI) on the internet from knowing you were looking at cp. You would need a proxy (or 7) for that.
Just throwing it out there before Chris Hansen shows up and someone gets party v&.