I use CCleaner to remove any such files, for example I have just ran it and it cleared nearly two GB of unwanted files from my system. On my hard disk this may not be a problem as it's 750GB and relatively empty but on a smaller hard disk with not a lot of room the extra space it freed up may be invaluable to the stable running of the OS. It also has a non aggressive registry cleaner that will keep your registry in shape.
Windows need a certain amount of free drive space in order to run properly, fill your C: drive up and it will tie itself in knots and complain repeatedly, so keeping unnecessary file at a minimum is preferred. A clean registry is not as important in my opinion, cleaning my shave a few Milli seconds of boot up times but you have to be wary when using one, always make backups before cleaning the registry.