You are leaving traces on the computer you are working with unless you are using a live cd or software that runs from an usb stick. Traces are everywhere and it´s rather hard to clean every possible trace by hand. Disk Cleaner is a nice little freeware application that helps you in this task.
Once installed it scans your computer for items in temporary folders, browser cache and recent documents for instance. Almost thirty locations, each showing the number of files and the complete size of all those files. I think it´s interesting that the program lists all three browsers that I use (opera, firefox and ie) each with separate entries for disk cache, cookies, history and more.
Cleaning is easy as well. Mark the locations that you want cleaned and select clean afterwards. If a path is cleaned it will disappear from the disk cleaner listing and reappear again if new files are discovered. Nice little tool with great impact on security.
Related posts:
Registry Cleaners: Comodo System CleanerCrap Cleaner Freeware
Atomic Cleaner Cleans Up Game Leftovers
Crap Cleaner a second look
Comodo Registry Cleaner


http://www.diskcleaner.nl/download.php
I still like Crap Cleaner (ccleaner) better.. Many more options http://www.ccleaner.com/
I agree with tash about CCeaner; but use this link to get different builds, including “slim” and “basic”
- http://www.ccleaner.com/download/builds.aspx
Also these two freeware tools are worth a look
HDCleaner
- http://home.tiscali.de/zdata/hdcleaner_e.htm
System Wiper (P2P support)
- http://www.iisoftware.net/index.php?clean.html