Always running Google Chrome/ium in Incognito mode

Causes the browser to launch directly in incognito mode.

You can use a switch by right-clicking your Chrome/ium shortcut, and appending them to the Target box with a double-dash first.
Just add the flag:
C:\Users\Troy\AppData\Local\Google\Chrome\Application\chrome.exe --incognito

http://src.chromium.org/svn/trunk/src/chrome/common/chrome_switches.cc