AM,
I've been happily using free CCleaner. It's listed as a top five on
cnet's download site.
I had been cleaning my tracks manually in Firefox and Explorer, then running Ad-Aware and SpyBot. Now, after I run CCleaner, Ad-Aware and Spybot always come up clean.
For deeper cleaning of remnants of deleted applications, etc., - which might be what you are looking for - check
these out, if you haven't already seen this section.