Simply deleting doesn't actually get rid of the file or its data--it can be reconstructed relatively easily. If you're worried that someone might invade your privacy by restoring files you've deleted, give Freeraser (free) a try. It's as simple a program as you'll ever find for killing files so that they stay killed.
How easy is it to eliminate files? Run the program, select a file to delete, and it's gone. The program doesn't just delete a file; it first fills the contents of the file with random data, then deletes it. That way, if someone reconstructs it, they'll see only random data.
Freeraser has three levels of settings for deleting files. The "Fast" one fills the contents of a file, then deletes it, and as the name implies, this is the fastest. The "Forced" mode is slower, and first fills the file with three separate rounds of data. According to vendor Codyssey, Freeraser uses an algorithm approved by the U.S. Department of Defense. And Ultimate is the slowest, filling the file with 35 rounds of data, using the Guttman algorithm. The program claims that it is impossible to recover the data in the file destroyed in this way.
If you're worried at all about old files coming back to haunt you, Freeraser is an easy, effective way of making sure those files don't come back from the dead.