The best way not to be caught with any suspicious files is to not have any suspicious files on your computer in the first place. Upload everything like that to a trustworthy cloud storage provider, delete the copies of such files from your computer, and remove the tracks from your computer.
For cloud storage, I like to use Mega. It is more secure than Drop Box (for technical reasons beyond the scope of this discussion), they are outside the USA, and as a side note they give you more free storage space. Their web address is mega.co.nz Also if you are real paranoid, manually encrypt your files yourself with secure password before uploading them anywhere. There is software to do that.
Use a program called ccleaner to clean all your tracks on your computer. It gets rid of browsing history, deleted files, things like that. There is a nasty file on your computer called index.dat which stores a permanent record of every website you've ever visited and windows will never let you delete it. The good news is ccleaner wipes out that file too.
If you want to step it up another notch, use self encrypting hard drives which can only be read by the computer that gave it the command to self encrypt. Other computers will not be able to produce the same decryption key. If you do this, then pulling out the drive and trying to read it on another computer will yield no data at all from that drive. Combine this with a BIOS level password on your laptop such that you need to enter that password before the hard drive is accessible. A good laptop should support both of these features. If you want to step it up another notch, your laptop should have biometric identification to do that task, like a fingerprint reader, not a typed in password. Good business grade laptop computers have these kinds of features.
Another quick and easy trick you can use is to just use a remote desktop connection to another computer in a secure place where your data is really stored, do this from your laptop so that there is never any data at all on the laptop, aside from the remote desktop software.