look in Application Support, programs that you've removed may leave small remnants there. And if you're up for the work of restoring all your preferences, wipe out the preference folder once every year or two. This is for people like me that download, run, and delete dozens or hundreds of programs a year, all of them leaving pref files.
all of these files are small and should not interfere in any way with operation. sometimes it's nice to have them, in case you ever get the app again. beyond the things above, i wouldn't worry about it. in fact, i wouldn't worry about it period. you're not going to see any real space savings, but if you don't know what you're doing, you could cause problems. OS X maintains itself remarkably well.
paul