If you have always felt like Firefox’s Private mode was lacking something, probably it was a way of browsing in private mode some pages while keeping your regular, non private ones open at the same time.
The time is coming as Firefox nightlies (Firefox 20) now feature private windows where you can browse with confidence that no history, passwords or forms will be kept after you close a private window.
Instead of Private mode, the Firefox menu features a New Private Window item that does precisely that.
Now you can have private and non private windows side by side, and more importantly, you don’t have to close your current session to browse some other pages.
An option to open a link in a new private window is also available from links’ context menu.