I think some people just have to be smart alecs here...
You could be a little more specific in your question though. If you are very computer illiterate, sometimes the programs you use will keep their own history of what you open... so, you can actually go into the options of some of these programs (like Media Player or Realplayer) so that it doesn't keep a track of what you watch.
Also, if somebody is very handy with computers, they could restore some of the things you do delete, so if you want a clean start just reformat the harddrive. (Files could STILL be restored after that, but I doubt somebody will want to found out what you were looking at that bad)
In your browser, like IE, on top of deleting the history and cookies, you can also edit the auto-complete section so that if you were to type in something in the address bar (for example, you type in "g" and all your websites starting with that letter, such as "gaypussy.org" or "gaygypsies.net", appear) nothing will pop up or suggest something for you to search for. This can also apply to any toolbars you especially added from a search site, like Google.
Also, some computers still have the "Recent Items" menu available when you click on the Start button. You can just right-click on the same button and have the option removed so nobody can see the most recent items you checked out. Also, make sure to keep your Recycle Bin clean! You might just ended up deleting something one day so nobody can see, but you forget to clean the bin!