Yeah, Mac OS X is more like Windows now than ever. In the old days, you would just trash the app and be done with it. In Mac OS X, you have to hunt down the components. At least we don't have a registry!
Try looking in these directories for support files:
If an app asked you for your password during install, then it may have installed junk outside of your home directory as well. Bastards! If so, then check these directories as well:
Some more tips:
* Get this app: Cocktail
-- it will let you clean caches and run cron scripts (yes, Mac OS X is BSD at its core) to clean the system
* Run the Apple Disk Utiltity (in computer/Applications/Utilities) to repair permissions before and after you peform software updates.
* Get this app too: Carbon Copy Cloner
-- this lets you clone your hard drive to another drive, volume or even disk image. This has saved my ass many times! It will make an exact, bootable clone of any hard drive.