A few of reasons why I personally don't use third party utilities for this kind of operation:
a) they don't always do what it say on the tin
b) they take up system resources
c) I can do it myself knowing that they have been deleted.
If you are not sure whether it is totally safe to delete a file/folder completely from your system, just place it in the Recycle Bin and keep it there for a week or so. This way if you get errors you can safely restore the file/folder.