To follow up last week's entry about information found on hard drives...
I used to work at a defense contractor in Clifton. I worked on a project that put radar jamming equipment and software on helicopters and other crafts. Some of the data we worked with was considered classified, so I know how that company handled it - they actually would burn all the materials, including opening up hard drives and melting the insides, burning floppy disks and USB drives, etc.
If you're not that paranoid, there is also a free software solution for home users, called DBAN (Darik's Boot and Nuke). This software program will allow you to boot up your computer, delete the contents of the drive securely, and be able to throw it out and trust that you'll be okay. According to Wikipedia, "DBAN prevents or thoroughly hinders all known techniques of hard disk forensic analysis."
It can be used not only for hard drives, but also USB drives and floppy disks as well. It also supports Windows, Linux, and Macintosh, according to the documentation, though I've only used the Windows version.
If you're a little nervous about a program like this, don't worry - I've used it before, and it has been reviewed by companies such as CNN.
The program can be found for free at dban.org: