Permanently Delete Files
You might hate the fact that you had to essentially delete files twice from your computer in previous OS X versions, but with OS X El Capitan, there's a new way to do it.
You can avoid having to empty the trash can all the time by permanently deleting files the first time around. Simply press Option+Cmd+Delete to delete a file right away, skipping its trip to the trash can. You can also go up to File in the menu bar and holding down the Option/Alt key to do this.