Here's a great web developer tip that I've discovered recently. If you're trying to test a site that involves cookies, and you specifically want to test as a "new visitor" (i.e. you are visiting the site for the very first time), simply turn on Private Browsing mode in Firefox. This can be done with the handy Ctrl+Shift+P keyboard command, or via the corresponding menu item in the Tools menu. Using Private Browsing will prevent you from having to clear your cache, allowing you to save those cookies you really do care about.
When you're done, simply exit Private Browsing mode and you will be returned to your previous session: cookies, history and all! This is a handy way to quickly run through tests that might otherwise be a bother to do.