If you want certain files and folders gone right now, with no confirmation dialog boxes, Recycle Bins, or Undo buttons, hold down the SHIFT key while you drag the files and folders onto the Recycle Bin icon. (Of course, you should be very sure you want the files and folders gone, and that you haven't dragged along any extra objects by accident.)
Tips: Holding down the SHIFT key while you click the Delete button (or press the DELETE key) is almost as quick: you have to click Yes in a confirmation dialog box, but the objects are deleted for real, not just sent to the Recycle Bin.