Regarding top sites, like I mentioned, I don't use that. All my favorite pages are in folders in my bookmarks bar, where I right-click to open all in tabs. In general preferences, you can set Safari to open new windows as empty pages, which is what I have.
Then, regarding other settings that can store cookies, one is of course the "Fraudulent site" setting, which I disable. What that does is send information about every website you visit to check against a database. Of course with FireFox I DO use that, because FireFox is the browser I use to access sites that need cookies. As I am not entering any information in Safari, there is no need for that. Another thing is your search choice. If google is used, google will store a cookie (even with cookies set to off), same for yahoo and bing. I installed glims, and changed to duckduck, and no more cookies from that. Indeed, no cookies from any site are stored now.
Regarding RSS feeds, I don't use those. Never understood the point of it. The websites I go to already look like RSS feeds, albeit with a few pictures.
I'm also using ghostery to block everything it can, which also might be responsible for some blocking. In the old days with Safari, I often wound up with a google or an apple cookie, despite having cookies disabled, but now I get neither. Before ghostery, and before glims, I was getting the google or apple cookie with 5.1.4, but that is no longer the case. I think we should just band together and pay a developer to make a fast, lean browser for general use with no cookie option, no local storage, no nothing. Safari is "good enough" for me now, but it would be nice to turn off local storage. Perhaps a simpler approach would be a user mode for the browser, such as setting 1) stores nothing, and setting 2) cookies, fraud protection, etc., for cookie sites. so the user could create customized profiles, and switch between them.
Anyway, I'm just glad Safari does basically what I want it to now. I'm personally of the opinion all Internet enabled products should start with the maximum level of security, and let the user erode their security and privacy by enabling options, rather than the user having to bend over backwards to try and create a reasonably secure solution. The idea of privacy as a fleeting moment in our history is a sad thought to me, what our founding fathers fought for is now being destroyed from every vector imaginable, be it with the zillions of clueless facebook users to the data mining lobbyists getting legislation passed. Rather than a top-down or bottom-up revolution, this is in the middle. Just recently it was declared our government could legally and without warrant track anyone using a cell phone, as their location data is collected by a third party and they, as an end user, have "no privacy interest" in that data! How many years, or months, will it before it's declared that anyone using any computing device has no privacy interest in anything entered on the device? We are swiftly moving to a cloud-based computing, cashless society, and the ability of corporations/governments to "flip the switch" on people's lives will reach levels of terror I don't think our founding fathers could have even conceived, but I digress.