The cover of the computer mags invaraiably carries a free trial for software that does this job. I recall one cover mount disc that had two in the same month.
I use Webroot's "Windows Washer" to clean up at log off. It does a lot of the jobs in your category. Frankly it is little more than an automation of things you would spend half an hour doing manually like deleting Temp Internet files. But it does clean the index .dat if you should need that facility for good or naughty reasons!!!
Next step up and you are into things like Ace Utilities, UWCleaner and the Mcafee product. They claim to give benefits like more thoroughly uninstalling programs, cleaning the registry and have add ons like finding Duplicate Files. I've tried them all and never bought at the end of the trial period. They never quite seem to cut it and can be unpleasantly unstable. The one I've liked most is Ace Utilities but I found it horribly lacking on finding duplicate files when I was trying to clean up my music library.
The other thing you need is a registry cleaner and editor - for safety if you are going to start "messing". I always end up going back to RegSeeker.