G'Day
Have a look at
IE Privacy Keeper, despite its name it also works with FireFox. You can delete or scrub Temp Internet Files, History, Cookies, Temp files as well as many other things, provided you tell it what to remove. For example, it will not remove your history unless you tick/check the box telling it to clean it. You can also selectively keep some, for example, you can have it delete all cookies except the ones you tell it to keep. Have a look at the User manual, there is a page for each tab in Privacy Keeper.
Personally I have it set up to autorun every time I close FF or Maxthon or IE.
It will even remove those notorious Index.dat files that microsoft uses to keep copies of TIF, cookies and History that you think you have removed.
Geoff