Hahahahahahaha! Dodgy!
This depends on what apps you're using. For internet browsing, Safari has this useful feature named Private Browsing, which is accessed from the Safari menu. With this enabled, history of your dodgy dodgy ways won't be stored. The Clear History feature in the History menu may come in handy in the meantime though... I can't really give you more information without knowing what apps you use. 🙂