If you'd like to remove your Safari history files when you log out, first create the following shell script:
#!/bin/bash
# Point this at your user folder.
useroot=/Users/your_user
# Clear Safari History (except for bookmarks).
rm -f $useroot/Library/Safari/Downloads.plist $useroot/Library/Safari/History.plist
rm -f $useroot/Library/Safari/HistoryIndex.sk $useroot/Library/Safari/TopSites.plist
rm -f $useroot/Library/Safari/WebpageIcons.db $useroot/Library/Safari/LastSession.plist
# Add any additional clean-up here.Mac OS X Hints
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