Remove the hard disk.  Depending on how paranoid you are:

 1. Install the drive in another PC, and
    if it's writeable, use a disk-wiping
    program. 
 2. Hit it with sledgehammer several times. 
 3. Dissolve it in [aqua regia][1].
 4. 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.
  [1]: http://www.deskshare.com/download_details.aspx?ID=6