It saves you the hassle of logging out of all of your accounts, removing cookies, and deleting browser history. It gives you some plausible deniability. But you

It saves you the hassle of logging out of all of your accounts, removing cookies, and deleting browser history. It gives you some plausible deniability. But your IP address could be used to link your incognito identity to your real ones. I recommend using SSH tunneling: "ssh -D 8080 some@vps.org" - be sure to enable remote DNS in your browser to prevent leaking your real IP address through DNS lookups.