Originally posted by: halfadder
I don't know of a shorter way. I usually just right click on the icons and "Move to Trash", then later right click on the trashcan to "Empty Trash". There are keyboard shortcuts for these as well.
As n0cmonkey pointed out, Mac OS X is variant of unix and has all of the standard unix tools, so you can use "rm" from the command line.
You can also use "srm" or Finder Menu -> Secure Empty Trash. This not only "deletes" the files in the trash can, but it also writes jibberish over the original file 35 times to ensure that it can never be recovered. Handy for those who wear tinfoil hats.