Browser Profiles
With Firefox, you can have multiple browser profiles. They have completely different browsing histories, cookie stores, password stores, proxy settings etc. For example, set up one for work and one for personal use.
Go to the "about:profiles" page.
Edit: You can run them at the same time in separate windows (not in tabs of one window though). I also like to put a theme on some so the window has a different color to avoid confusion.
Also for my main private PC, I just added a completely separate Linux user for work stuff This way, everything contained in a separate home folder and can be easily removed from the private PC. I can use mail programs, contacts, calendars etc. without mixing up the two.