If you really need that kind of privacy and find Safari's implementation tedious, then forget about Safari altogether. Try Firefox instead.
Protect Private Data Using FirefoxIn Firefox, you can set it to clear your private data each time you close Firefox. If you haven't got one installed, you can get it from the Firefox website.
Open Firefox, choose Preference.
In the "Privacy" Tab, click the "Settings" button at the bottom-right corner.
Then comes a new dialog box, in which you can choose what types of private data you feel compelled to clear. For convenience, check the box "Clear Private data when closing Firefox", and stop worrying from now on!
Disclaimer: The dialog boxes of Firefox Preference are copyrights of Mozilla Foundation. They are displayed solely for the purpose of public education.