Chrome:
DesiredCapabilities capabilities = DesiredCapabilities.chrome();
ChromeOptions options = new ChromeOptions();
options.addArguments("incognito");
capabilities.setCapability(ChromeOptions.CAPABILITY, options);
FireFox:
FirefoxProfile firefoxProfile = new FirefoxProfile();
firefoxProfile.setPreference("browser.privatebrowsing.autostart", true);
Internet Explorer:
DesiredCapabilities capabilities = DesiredCapabilities.internetExplorer();
capabilities.setCapability(InternetExplorerDriver.FORCE_CREATE_PROCESS,...