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These are the things I do when I set up firefox. Remember these are the things 'I' do, you may not like the same preferences.

Tools > Options
: Main
:* Downloads > Uncheck "Show the Downloads window when downloading a file"
:* Downloads > Click on "Always ask me where to save files" (uncheck)
: Tabs
:* Always show the tab bar (check)
: Privacy
:* Accept cookies from sites (uncheck)
: Security
:* Passwords > Remember passwords for sites (uncheck)

I always add an exception to each site I want to allow a cookie. It's a pain sometimes but I feel the security and anonymity is worth it.