Nobody seems to have mention 'shredding' software, which
genuinely deletes all files (by over-writing them many times with random data). EVERYONE who values their security (and definitely not just people who're involved in illegal activities) should have such software on their computers. This is just one (of several) programs I use:
http://www.fileshredder.org/
This software includes advanced 'shredding' functions and also allows users to hide their files in an encrypted 'safe':
https://www.steganos.com/en/steganos-privacy-suite-18
(No security agency has ever managed to break that encryption. A 'casual' look at a user's computer by, say, an ordinary policeman wouldn't even show that such a 'safe' exists. A trained expert could see that it does but still couldn't view its contents. However it's a criminal offence, with a maximum penalty of two year's imprisonment, not to provide the password to such a 'safe' when required to do so by police officers investigating an alleged relevant offence).