Once the Trash is emptied, it appears that your files are gone for good. However, special file recovery software can access those files and "un-delete" them.
To make sure that your files are gone for good, chose Finder / Secure Empty Trash from the menu bar. Secure Empty Trash writes meaningless data over top of your file to make it impossible to recover.
People have asked me about the possibility of recovering items deleted using Secure Empty Trash. I've done some research on this and can't find anyone who claims that this can be done. At least not with any commercially available product. (In other words, I'm sure the NSA can do it, but you can't) The moral of the story is MAKE SURE YOU REALLY NEVER WANT THAT FILE AGAIN before you use Secure Empty Trash.
If you use Time Machine, it may be able to recover your files that have been Secure Deleted (for better or for worse.) Check out this tip for more information.