I don't have any good recommendations for freeware for you but I'll say this:  your concern is a valid one.  Just using all the available tools to you under the IE menu "Internet options" and individual program options like Google's "Clear History" and Norton's "Cleansweep", etc, won't cut it.  They all leave stuff behind.  I recently downloaded a url "history reporter" program off a freeware site and was amazed at what it came up with after using all the beforementioned tools.

I use Steganos, http://www.steganos.com/./en/ I got it with Zone Alarm http://www.zonelabs.com/store/content/home.jsp as a bundled package with a few other goodies.

It works well as far as I can tell.