Some of those things in the article don't work anymore (or do work, now), because of critical updates. I empty my cache and history periodicly, and can't find any trace of leftovers on my system, based on that article.
Mozilla has its own privacy issues, too. No worse than IE, but not much better if you think about it. Of course, "Open Source" makes it awesome by default, I guess. Design flaws don't count as bugs and conspiracies, right?
Personally, I'm more concerned about wasted space than privacy, because if anyone REALLY wants to dig up dirt on you, they can -- no matter what system you use. "Real" mainframes run UNIX, and identity theft is still a huge problem.
Besides, do you think Macs don't have their dirty little secrets? Isn't Apple the company that started the "You don't need to know" craze? Even some Linux systems hide things from the user to make them "easy". There are some things in Mandrake that won't show up in the "normal" file listing. You need a command prompt to find them. Nobody complains about that, do they?
Just don't let anyone else use your computer.