Use TrueCrypt with a good algorithim and a long complex password and only store your incriminating information on there.

Now and then securely remove caches and such. I use FireFox Portable and Miranda-IM so I know where all of that is stored, the only thing left is the swap file.

To erase a hard drive so that it is completely unrecoverable, or unrecoverable to the point that anything recovered would be inadmissable, just load your favorite linux live and do:

dd if=/dev/random of=/dev/hda1

I guarantee, all of this is more than sufficient to protect yourself from a FBI/CIB investigation. As long as you don't leave any loose ends lieing around. :-)