The Incognito browsing mode lets you browse in stealth mode. When you use this mode, web pages that you open and files downloaded while you are incognito aren't recorded in your browsing and download histories. All new cookies are deleted after you close all incognito windows that you've opened. However, changes made to your Google Chrome bookmarks and general settings while in incognito mode are always saved. 

To start it, in the top right select the Chrome menu > New incognito window. The keyboard shortcut for Chrome is Ctrl+Shift+N.

To launch InPrivate Browsing in Internet Explorer, select Settings > Safety > InPrivate Browsing. You can also use the keyboard shortcut Ctrl+Shift+P to launch it. 

In a Private Browsing window, Firefox won't keep any browser history, search history download history, web form history, cookies, or temporary internet files. However, files you download and bookmarks you make will be kept. 

To launch Mozilla Firefox in private browsing mode, select Settings > New Private Window. Keyboard shortcut Ctrl+Shift+P works here too.