I discovered this gem in the rm man page on OS X the other day:
-P Overwrite regular files before deleting them. Files are
overwritten three times, first with the byte pattern 0xff,
then 0x00, and then 0xff again, before they are deleted.
So there you go rm -P will securely delete a file from your disk with minimum hassle (i.e. without having to through the Thrash folder). This might be one of those goodies OS X inherited from BSD. On Linux you have to use something like shred to achieve the same thing.
Addendum: santry on the HN Thread points out the same thing can done via the srm command. Several people also noted that secure delete interacts unpredictably with modern file systems. jrockway points out that full disk encryption should be used in place of secure delete for this reason.