In all likelyhood if you face this, they will have obtained the means to collect that evidence from your own pc..
There are hdd erasers out there, and NSA standards are sufficient.. Being the computer geek that I am, I use one I made myself.. I used existing data-pass algorithms though since they are proven..
CC Cleaner or the like are always good to have (it collects/shreds typical internet application tracks conveniently).. But your Documents And Settings folder or equivalent is really good to be familiar with in Windows Explorer itself.. I use an explorer replacement called 2xExplorer that is pretty powerful, and has a convenient shredding feature built into the standalone exe.. Convenient since any files you need gone need to be shredded.. BUT BEWARE this shredder, and pretty much anything else I've found leaves filenames of shredded files intact/recoverable.. Also beware that typical cache cleaning leaves the data wholly intact.. Shredding is fine when you need files gone, but freespace wiping is another consideration since you don't know what apps have deleted insecurely themselves..
To be sure you know where applications may drop incriminating info on your disk you can get a program called Filemon.exe to observe its behavior.. Same goes for the registry with Regmon.exe.. Its worth noting that there are API calls applications can make that result in no record of the event in those applications.. This is typically only applied for registration security though..
Now the pagefile.sys.. This can hold incriminating info for ages, and there aren't many ways to clean it.. Turning off virtual memory is an option but not a good one for most systems.. A simple registry modification can clear that at system shutdown, and rebuild it from scratch at startup..
http://support.microsoft.com/kb/314834
If you want to clean those tracks totally you should wipe free space after a clean restart with that option set..
Lastly the Recycle Bin.. DON'T USE IT! Its a funny beast.. It stores intact files even after its been emptied.. To see what I mean you need to to to the Recycled folder in a dos prompt window.. You'll need to use dir/a to see alot of hidden stuff in dos that no windows app will typically displaybecause of special folders, and desktop.ini's and whatnot.. If the files are there intact with funny names, then they will still be there after a free-space wipe.. Delete anything in there from the dos window, wipe your free-space and never put anything in there again..
I'm not saying everybody should be this psychotic all the time, but I've put alot of thought into security, and figure it can't hurt to share..