Changes are coming to way Firefox handles Private Browsing with Firefox 20 due out in early April 2013. In private browsing mode your browsing history is not saved and your existing cookies do not carry over into session, nor will any cookies from the private browsing session carry back to your main session. Currently in Firefox when you enable Private Browsing, your current session is saved and Firefox ‘restarts’ in private browsing mode. When you are done and select the Stop Private Browsing option, Firefox ends the sessions and ‘restarts’ back to where you left off prior, reloading your tabs and windows as they were prior to entering into Private Browsing mode. In Firefox 20, much like with Chrome’s “incognito window” Firefox will have the option to open links in a Private Browsing Window along side your current browsing session.
Many people think Private Browsing is just used for porn, but there are other uses as well. One of the reasons I have used it in the past is to be able to login into multiple MySQL databases at once or into a different database. Simply opening a new window and trying to login will not work because of cookies, but with Private Browsing you start the session without cookies. This is a much nicer workaround then having to nuke all cookies, or going through a long list of cookies and manually deleting the offending cookie (even more difficult when you are not sure what the cookie is listed as). Also useful if someone else wants to use your computer to “look something up”, they won’t have access to your cookies (useful if they are going to a site that you use frequently such as eBay or Amazon) and when they are done the sites they visited won’t be in your history.
The new Per-window Private Browsing can be previewed in the current nightly builds. Again, this should be live with Firefox 20 in April 2013.
Source: Future of Firefox