deleting your cache and temporary internet files and cookies will amount to resolving a lot of your issues that you may run into. If you are concerned about someone else seeing the data, I would not be too concerned. If you are worried about authorities seeing your data, well... they will. You can totally wipe your drive using applications like Darin's Boot and Nuke, but that wipes everything. I have been told that it can still be recovered, but I don't think that is practical.
If you are trying to recover to find out the name of the web site you went to you may want to consider checking your router out. Many routers offer a logging feature. It may not be turned on, but moving forward, you can log it. I log myself for that purpose.