Remove the hard disk. Depending on how paranoid you are:
- Install the drive in another PC, and if it's writeable, use a disk-wiping program.
- Hit it with sledgehammer several times.
- Dissolve it in aqua regia.
- Bury it in the foundation of a building.
EDIT: of course, for real security you could use a disk-wiping program, hit it with a sledgehammer, dissolve the fragments in aqua regia, then bury the neutralized aqua regia in the foundations of a building.
