To delete everything on your PC, you can use the Boot Nuke Disc which will allow you to overwrite all data on your hard drive multiple times.
http://dban.sourceforge.net/
If you are extremely concerned about the security of your data, don't even run your PC with a hard drive installed. Boot using a Knoppix Linux Live CD.
http://www.knoppix.net/
It will allow you to do almost anything that you can using a standard Windows install. You can save your important data to a floppy/zip disk, recordable CD or a USB flash drive, both of which are much easier to hide or destroy than a fixed hard disk. You can also encrypt the data for more security.
For destruction of media:
Floppy/Zip - pass a strong magnet across it several times, or throw it into a fire, or both.
CD-R - grind into powder or throw into a fire, or both.
USB flash drive - smash into tiny pieces with a hammer or throw into a fire, or both.
Standard Hard Drive - throw into a VERY HOT fire. Anything less may allow recovery of your data.