You don't want to save your visited URLs...
But you don't want to delete them either?

I'm confused

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Just downloaded Opera again to see how it handles it. Apparently it keeps addresses in the address bar along with good old autocomplete (like Firefox and IE), unless you tell it not to save your history, then it doesn't autocomplete (like.. Firefox on shutdown and IE)

I'm going to play around with it more to see exactly what you're trying to do here, because it seems odd that addresses wouldn't end up in the address bar (which is where addresses should go, logically).