Old thread I know, but in regard to clearing cache and history on exit... that never has a good answer from what I have found. Since there is no way in the app or with any extension I can find to do this, the only method I see is lock down the files it writes to.
First, open Safari and clear the history, the quit.
Delete the contents of ~/Library/Caches/com.apple.Safari/Webpage Previews
In terminal remove write permisons (chmod a-w) on these files:
Get info ~/Library/Safari/History.plist and check the box to make it locked.
Now Safari will show history while it's open, but can not write it out when you quit so it will not be saved, and the hundreds of megs of page preview caches will not be saved.
I haven't tested cookie blocking, but my assumption is you remove write and lock ~/Library/Cookies/com.apple.Safari.SafeBrowsing.binarycookies.