Updated June 12th, 2019.
You know that things you put into the Mac’s Trash aren’t really gone until you empty the Trash, right? Turns out that in 10.11.x (El Capitan) and later you can throw something way and have it deleted immediately if you want. Just click on the item you want to delete, then go to File/Move to Trash… except hold the Option key down while you do it, and you’ll see “Delete Immediately…”
You’ll still have to deal with a dialog box:
Keyboard Junkies: you know that Command-Delete (or Command-Backspace) sends the selected item to the Trash. So, if you hold the Option key while you do it (Command-Option-Delete) the items will be “Immediately Deleted.” Very fast– but then you have to deal with the “Are you sure” dialog box. Bonus Hint: use Command-D to click the “Delete” button in that box from the keyboard. Command-Option-Delete, then Command-D, takes care of everything.