To exit incognito mode, simply close the window.
Your extensions, however, will not work unless you’ve marked them “Allowed in Incognito” on Chrome’s extensions settings page. Keep in mind that even while in Incognito mode, you will still be able to bookmark sites and download files.
(On some systems running the newest version of Chrome, the window will also be dark grey.) On a Mac, this will be in the upper-right corner.
Incognito mode is unmistakable: just look for the man-in-a-hat icon in the upper left-hand corner. Alternatively, press the keyboard shortcut Control+Shift+N on Windows or Command+Shift+N on a Mac.