Proxies proxies proxies!! 
I have also started doing something that I didn't do before... and ill explain why in a minute.
I use to go on neopets with one of my shells using say proxie #1 and then I would log out and log into another shell using proxie #2.... you know, the way everyone else does.
But one day I decided to go to google after switching proxies and checking my IP. Google was giving me back the address to the first proxie i was using.
I use high speed, high anonymity, private proxies. But somehow google was reading some information that was telling it that it was proxie #1 even though i had switched to proxie #2.
Then i started to wonder... what if neopets can do this?..
Instead of risking it, now I delete all my recent history, cookies, cache, and active logins before I switch proxies.
I'm probably just being paranoid but i rather be safe than sorry.