IE Privacy Keeper

IE Privacy Keeper is a simple tool for online privacy protection. It cleans up all traces of your Internet activity or computer use. The ability to customize the items that are being cleaned up lets you fit the program to your own needs. IE Privacy Keeper cleans up the following items:Internet URL History,Typed URLs or address bar auto complete (you can keep selective URLs),Temporary Internet Files (including index.dat files),Cookies (you can keep selective cookies),Auto Complete Form History,Favorites,Recent Documents,Windows Temporary Files,Recycle Bin,Run History,Windows Open/Save History,Recent file list of the most popular programs (Media Player, RealOne Player, etc.),Custom files, folders, registry keys and values.The best part of this program is the option to automatically clean everything upon closing the IE window,besides auto cleaning at windows startup and shutdown.Very simple to use and also leaves the user worry free.An excellent and comprehensive program.

Cookie Monster

This utility is a manager for cookies created by the most usual Windows browsers: Internet Explorer, Mozilla, Netscape and Opera. It also works with any Gecko-based browser and most of the browsers based in Internet Explorer. The program allows you set a list of the cookies you want to preserve and then delete the remaining ones with a simple mouse click. It also has the option of detecting the cookies for the sites included in your favorites and/or bookmarks.
Useful for people who cares about his privacy but don't want to disable or block all the cookies (a lot of pages need them to work properly). I have not seen any cookie manager so comprehensive and simple as this one. Absolutely a must.

CCleaner

CCleaner (Crap Cleaner) is a freeware system optimization tool. That removes unused and temporary files from your system - allowing Windows to run faster, more efficiently and giving you more hard disk space. The best part is that it's fast! (normally taking less that a second to run) and Free. :) This also includes rather thorough cleaning of Internet and PC usage tracks like browser cache, recently used files,Web sites visited, and more. You can select the items that you want cleaned,and also specify cookies that should not be deleted. Removes temp files and recent file lists (MRUs) from many apps including Opera, Media Player, eMule, Kazaa, Google Toolbar, Netscape, MS Office, Nero, Adobe Acrobat, WinRAR, WinAce, WinZip and many more... In addition, the program comes with a registry scanner that scans for invalid references (advanced users) and options to start cleaning automatically or from the command line.