You can always remove the .dmg file as soon as you've installed a program (by dragging the .app from the mounted .dmg to your Applications folder, and then you can delete the .dmg as you don't need it anymore). For any application installed this way, you can safely just drag the .app from your Applications folder to the trash. It will leave some preference files behind, but they'll only be a few kb's and it'll keep your preferences in case you ever reinstall it.
Any big programs you used a .pkg installer to install, there'll usually be an uninstaller. Look around for it. Just try Spotlighting the application name, and you can probably find the uninstaller.