Safari offers a “Private Browsing” mode, in which it does not remember any history or cookies. While this can be very useful for online banking or other activities that should not leave behind any traces, enabling it is a pain: there is no keyboard shortcut, and Safari asks you before it enables the Private Browsing mode.

Fear not: Mac OS X, beginning with Snow Leopard, allows to define your own keyboard shortcut and you can define one that skips the confirmation dialog.

1. Go to System Preferences -> Keyboard and activate the Keyboard Shortcuts tab
2. Click the entry Application Shortcuts in the left pane
3. Click the + (plus sign) button beneath the right pane
4. Select Safari from the Application pop-up menu, set the Menu Title to “Private Browsing” (without the quotes and without adding the ellipsis (three dots …), and then click into the Keyboard Shortcut to define the keyboard shortcut by pressing the keys you want to enter or leave Private Browsing mode.