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These days Browsers do provide an option called as In private browsing which lets you anonymously browse any site without getting tracked i.e. nobody can find if you visited a site from History of URLS stored. However the only problem is you need to switch to that mode every time.
An option to this problem is a firefox extension, History Block, which lets you browse through any site without getting tracked once you have configured it to be blocked to be recorded in the browsing history.
I guess now somebody should make the same addon for IE, Safari and Chrome. Any body aware if there is an addon already availble ?