Out of habit, I tend to always use a not-logged in state for everything, and if I need a particular service (including Google), I do so in an Incognito window.

However, I don't use a VPN or spoof my User Agent. Google 100% knows who I am without using any fancy tricks. I've wondered -- wouldn't I be better off logging in everywhere, with my Google privacy settings flipped to maximum? While it's certainly possible for them to map my fingerprint back to my account(s) and opt-out preferences, I think that's a bit much to expect for them. I might be shooting myself in the foot by always being logged out!